+55.5%
CSCO vs Q
+78.4%
-22.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.1% |
| 7D | 0.0% | +6.6% | -6.6% | -1.3% |
| 30D | -10.7% | -6.6% | -4.2% | -9.6% |
| 3M | -8.7% | -13.2% | +4.5% | -6.7% |
| 6M | +44.9% | +9.9% | +35.0% | +40.9% |
| YTD | +44.1% | +53.9% | -9.8% | +36.5% |
| All | +55.5% | +78.4% | -22.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling