+88.1%
CSCO vs S
-67.4%
+155.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -22.4% | +4.9% | -27.2% | -23.0% |
| 6M | +2.8% | +42.0% | -39.2% | -1.4% |
| YTD | +23.6% | +45.1% | -21.5% | +17.9% |
| 1Y | +34.0% | +33.1% | +1.0% | +28.7% |
| 3Y | +89.3% | +40.6% | +48.6% | +77.5% |
| All | +88.1% | -67.4% | +155.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling