+36.3%
CSCO vs SO
-8.0%
+44.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -10.1% | -4.6% | -5.5% | -10.7% |
| 3M | -15.7% | -3.0% | -12.6% | -16.7% |
| 6M | +36.3% | -8.3% | +44.5% | +35.9% |
| All | +36.3% | -8.0% | +44.3% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling