+301.0%
CSCO vs SO
+180.2%
+120.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -10.2% | -1.5% | -8.7% | -9.8% |
| 30D | -20.1% | +8.1% | -28.1% | -22.3% |
| 3M | -22.1% | +0.2% | -22.3% | -22.3% |
| 6M | +3.2% | +0.4% | +2.8% | +2.5% |
| YTD | +24.1% | +8.5% | +15.6% | +19.3% |
| 1Y | +34.6% | +4.9% | +29.6% | +30.9% |
| 3Y | +90.0% | +47.9% | +42.1% | +58.6% |
| 5Y | +88.6% | +75.7% | +12.9% | +44.6% |
| All | +301.0% | +180.2% | +120.7% | +168.1% |
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