+227.3%
CSCO vs REPL
-6.0%
+233.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | -0.7% | -3.0% | +2.3% | -0.6% |
| 30D | -10.1% | +27.1% | -37.3% | -10.9% |
| 3M | -15.7% | +52.4% | -68.1% | -18.2% |
| 6M | +36.3% | +107.4% | -71.2% | +26.3% |
| YTD | +43.8% | +54.7% | -10.9% | +34.9% |
| 1Y | +63.9% | +158.9% | -94.9% | +46.8% |
| 3Y | +104.4% | -23.7% | +128.1% | +77.7% |
| 5Y | +111.4% | -54.3% | +165.7% | +87.0% |
| All | +227.3% | -6.0% | +233.3% | +130.8% |
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