+91.6%
CSCO vs RF
+42.4%
+49.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.5% | -7.0% |
| 7D | -11.9% | -1.6% | -10.2% | -11.4% |
| 30D | -18.8% | +5.0% | -23.9% | -20.0% |
| 3M | -21.2% | -10.0% | -11.2% | -18.9% |
| 6M | +1.9% | +3.3% | -1.4% | +0.6% |
| YTD | +26.1% | +7.9% | +18.1% | +22.8% |
| 1Y | +34.7% | +21.2% | +13.5% | +26.8% |
| 3Y | +94.0% | +105.8% | -11.8% | +56.1% |
| 5Y | +91.6% | +43.7% | +47.9% | +68.1% |
| All | +91.6% | +42.4% | +49.2% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling