+108.1%
CSCO vs S
+16.9%
+91.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.7% | -7.7% | +7.0% | +0.2% |
| 30D | -10.1% | -5.3% | -4.8% | -9.9% |
| 3M | -15.7% | +20.3% | -36.0% | -18.1% |
| 6M | +36.3% | +47.4% | -11.1% | +28.5% |
| YTD | +43.8% | +32.5% | +11.3% | +37.1% |
| 1Y | +63.9% | +9.5% | +54.4% | +59.5% |
| All | +108.1% | +16.9% | +91.2% | +89.4% |
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 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