+55.2%
CSCO vs Q
+75.3%
-20.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.5% |
| 7D | -0.5% | +6.7% | -7.3% | -1.8% |
| 30D | -10.1% | -10.6% | +0.5% | -8.2% |
| 3M | -11.7% | -14.6% | +2.9% | -9.5% |
| 6M | +40.1% | +12.1% | +28.0% | +35.9% |
| YTD | +43.8% | +51.3% | -7.5% | +36.7% |
| All | +55.2% | +75.3% | -20.2% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling