+97.5%
CSCO vs SO
+52.7%
+44.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.5% | -6.2% |
| 7D | +1.9% | +1.4% | +0.6% | +1.9% |
| 30D | -15.8% | +4.7% | -20.5% | -15.8% |
| 3M | -15.4% | +1.7% | -17.1% | -15.4% |
| 6M | -5.4% | +2.2% | -7.6% | -5.6% |
| YTD | +26.5% | +10.0% | +16.5% | +25.6% |
| 1Y | +25.9% | +6.0% | +19.8% | +25.5% |
| 3Y | +97.5% | +54.1% | +43.4% | +98.5% |
| All | +97.5% | +52.7% | +44.8% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling