+193,139.0%
CSCO vs RF
+1,498.2%
+191,640.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.5% | -7.1% |
| 7D | -11.9% | -1.6% | -10.2% | -11.5% |
| 30D | -18.8% | +5.0% | -23.9% | -19.9% |
| 3M | -21.2% | -10.0% | -11.2% | -19.2% |
| 6M | +1.9% | +3.3% | -1.4% | +0.8% |
| YTD | +26.1% | +7.9% | +18.1% | +23.2% |
| 1Y | +34.7% | +21.2% | +13.5% | +27.7% |
| 3Y | +94.0% | +105.8% | -11.8% | +59.1% |
| 5Y | +91.6% | +43.7% | +47.9% | +68.0% |
| 10Y | +323.2% | +289.4% | +33.7% | +171.8% |
| All | +193,139.0% | +1,498.2% | +191,640.8% | +57,038.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling