+138.5%
CSCO vs S
-57.8%
+196.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.2% |
| 7D | -0.5% | -5.8% | +5.3% | 0.0% |
| 30D | -10.1% | -9.2% | -0.9% | -9.5% |
| 3M | -11.7% | +23.4% | -35.1% | -13.8% |
| 6M | +40.1% | +36.9% | +3.2% | +35.2% |
| YTD | +43.8% | +29.5% | +14.3% | +39.2% |
| 1Y | +66.6% | +5.4% | +61.2% | +63.9% |
| 3Y | +108.5% | +14.7% | +93.8% | +100.3% |
| 5Y | +114.0% | -71.5% | +185.5% | +111.6% |
| All | +138.5% | -57.8% | +196.3% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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