+91.5%
CSCO vs REPL
-35.0%
+126.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.9% |
| 30D | -15.8% | +92.2% | -108.0% | -16.8% |
| 3M | -15.4% | +44.1% | -59.5% | -16.0% |
| 6M | -5.4% | +313.0% | -318.4% | -9.0% |
| YTD | +26.5% | +125.2% | -98.7% | +21.7% |
| 1Y | +25.9% | +143.8% | -117.9% | +20.9% |
| 3Y | +97.5% | +104.2% | -6.7% | +76.1% |
| All | +91.5% | -35.0% | +126.5% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling