+321.5%
CSCO vs SO
+184.0%
+137.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.7% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | -16.7% | +8.6% | -25.3% | -19.1% |
| 3M | -18.4% | +1.8% | -20.2% | -19.1% |
| 6M | +2.9% | +3.6% | -0.7% | +1.1% |
| YTD | +30.4% | +9.9% | +20.5% | +24.9% |
| 1Y | +41.4% | +5.7% | +35.7% | +37.2% |
| 3Y | +104.7% | +52.5% | +52.2% | +68.8% |
| 5Y | +96.9% | +77.3% | +19.6% | +50.6% |
| 10Y | +321.5% | +186.8% | +134.7% | +180.6% |
| All | +321.5% | +184.0% | +137.5% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling