+91.6%
CSCO vs PL
+11.6%
+80.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -10.1% | +2.5% | -6.8% |
| 7D | -11.9% | -20.5% | +8.7% | -10.2% |
| 30D | -18.8% | -38.8% | +19.9% | -15.8% |
| 3M | -21.2% | -49.1% | +27.9% | -17.2% |
| 6M | +1.9% | -69.4% | +71.3% | +10.3% |
| YTD | +26.1% | -42.3% | +68.4% | +29.9% |
| 1Y | +34.7% | -14.2% | +48.9% | +34.6% |
| 3Y | +94.0% | +398.7% | -304.6% | +63.1% |
| 5Y | +91.6% | +11.1% | +80.5% | +65.8% |
| All | +91.6% | +11.6% | +80.0% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling