+45.9%
CSCO vs REPL
+125.1%
-79.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -6.1% | +28.8% | -34.9% | -6.2% |
| 30D | -8.2% | +57.3% | -65.5% | -8.5% |
| 3M | -14.6% | +73.6% | -88.1% | -14.9% |
| 6M | +12.7% | +582.8% | -570.1% | +11.3% |
| YTD | +37.0% | +112.9% | -75.9% | +36.1% |
| 1Y | +45.9% | +130.7% | -84.7% | +43.7% |
| All | +45.9% | +125.1% | -79.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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