+181.3%
CSCO vs REPL
+35.1%
+146.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.0% | -9.9% | -2.2% |
| 7D | -10.2% | +22.8% | -33.0% | -10.8% |
| 30D | -20.1% | +63.8% | -83.8% | -21.5% |
| 3M | -22.4% | +68.1% | -90.5% | -23.9% |
| 6M | +2.8% | +528.5% | -525.7% | -6.5% |
| YTD | +23.6% | +122.4% | -98.8% | +14.3% |
| 1Y | +34.0% | +154.4% | -120.3% | +23.1% |
| 3Y | +89.3% | +68.0% | +21.3% | +56.2% |
| 5Y | +87.9% | -35.4% | +123.2% | +64.4% |
| All | +181.3% | +35.1% | +146.1% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling