+110.7%
CSCO vs S
+42.2%
+68.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.3% | +7.5% | +2.0% |
| 7D | +6.6% | +4.1% | +2.5% | +6.0% |
| 30D | -11.3% | -7.2% | -4.2% | -10.6% |
| 3M | -17.3% | 0.0% | -17.3% | -17.6% |
| 6M | +3.5% | +41.6% | -38.1% | -1.5% |
| YTD | +34.9% | +48.6% | -13.7% | +26.9% |
| 1Y | +40.5% | +30.0% | +10.4% | +34.1% |
| All | +110.7% | +42.2% | +68.5% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling