+39.4%
CSCO vs RF
+20.4%
+19.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -16.7% | +7.0% | -23.7% | -18.2% |
| 3M | -18.4% | -7.0% | -11.4% | -16.7% |
| 6M | +2.9% | +6.8% | -3.8% | +0.8% |
| YTD | +30.4% | +9.9% | +20.5% | +30.7% |
| All | +39.4% | +20.4% | +19.0% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling