+32.6%
CSCO vs S
+28.1%
+4.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -10.2% | -13.4% | +3.2% | -8.9% |
| 30D | -20.1% | -14.0% | -6.1% | -18.9% |
| 3M | -22.1% | +4.9% | -26.9% | -22.1% |
| 6M | +3.2% | +42.0% | -38.8% | -0.3% |
| YTD | +24.1% | +45.1% | -21.0% | +18.7% |
| All | +32.6% | +28.1% | +4.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling