+306.4%
CSCO vs RF
+279.4%
+27.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -10.2% | -0.9% | -9.3% | -9.9% |
| 30D | -20.1% | +6.0% | -26.1% | -21.5% |
| 3M | -22.1% | -8.9% | -13.2% | -20.0% |
| 6M | +3.2% | +2.3% | +0.9% | +2.2% |
| YTD | +24.1% | +7.6% | +16.5% | +20.9% |
| 1Y | +34.6% | +21.2% | +13.4% | +26.4% |
| 3Y | +90.0% | +108.5% | -18.5% | +49.8% |
| 5Y | +88.6% | +43.2% | +45.4% | +61.6% |
| All | +306.4% | +279.4% | +27.0% | +169.2% |
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