+138.6%
CSCO vs S
-56.8%
+195.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.7% | -7.7% | +7.0% | 0.0% |
| 30D | -10.1% | -5.3% | -4.8% | -9.9% |
| 3M | -15.7% | +20.3% | -36.0% | -17.4% |
| 6M | +36.3% | +47.4% | -11.1% | +30.6% |
| YTD | +43.8% | +32.5% | +11.3% | +39.0% |
| 1Y | +63.9% | +9.5% | +54.4% | +60.7% |
| 3Y | +104.4% | +15.5% | +88.8% | +96.1% |
| 5Y | +111.4% | -71.2% | +182.6% | +108.6% |
| All | +138.6% | -56.8% | +195.4% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling