+198,812.8%
CSCO vs ROST
+95,481.3%
+103,331.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.7% | +3.2% | -7.9% | -5.4% |
| 30D | -17.1% | +7.4% | -24.5% | -18.5% |
| 3M | -19.6% | -6.1% | -13.6% | -18.6% |
| 6M | +2.4% | +6.2% | -3.8% | +0.4% |
| YTD | +29.8% | +33.4% | -3.7% | +20.3% |
| 1Y | +38.7% | +48.8% | -10.1% | +25.1% |
| 3Y | +101.3% | +99.5% | +1.8% | +68.0% |
| 5Y | +94.8% | +112.7% | -17.8% | +56.5% |
| 10Y | +324.2% | +316.4% | +7.8% | +181.6% |
| All | +198,812.8% | +95,481.3% | +103,331.5% | +42,110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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