+34.6%
CSCO vs REPL
+152.6%
-118.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -9.9% | -2.0% |
| 7D | -10.2% | +22.8% | -33.0% | -10.3% |
| 30D | -20.1% | +63.8% | -83.8% | -20.4% |
| 3M | -22.1% | +68.1% | -90.2% | -22.4% |
| 6M | +3.2% | +528.5% | -525.3% | +1.7% |
| YTD | +24.1% | +122.4% | -98.3% | +23.1% |
| 1Y | +34.6% | +154.4% | -119.8% | +33.1% |
| All | +34.6% | +152.6% | -118.0% | +33.1% |
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