+321.5%
CSCO vs RF
+277.2%
+44.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | -16.7% | +7.0% | -23.7% | -18.3% |
| 3M | -18.4% | -7.0% | -11.4% | -16.7% |
| 6M | +2.9% | +6.8% | -3.8% | +0.7% |
| YTD | +30.4% | +9.9% | +20.5% | +26.3% |
| 1Y | +41.4% | +21.1% | +20.3% | +32.9% |
| 3Y | +104.7% | +119.6% | -15.0% | +58.9% |
| 5Y | +96.9% | +46.2% | +50.8% | +67.8% |
| 10Y | +321.5% | +261.5% | +60.0% | +180.5% |
| All | +321.5% | +277.2% | +44.3% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling