+204,102.2%
CSCO vs SO
+6,650.7%
+197,451.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -2.8% | +0.8% | -3.5% | -3.0% |
| 30D | -12.6% | +7.8% | -20.5% | -14.6% |
| 3M | -16.0% | +2.9% | -18.9% | -16.8% |
| 6M | +2.8% | +2.5% | +0.4% | +1.7% |
| YTD | +33.2% | +10.3% | +23.0% | +28.6% |
| 1Y | +43.1% | +6.4% | +36.7% | +39.5% |
| 3Y | +106.7% | +52.8% | +53.9% | +78.6% |
| 5Y | +103.6% | +78.7% | +24.9% | +66.7% |
| 10Y | +330.5% | +196.3% | +134.2% | +201.7% |
| All | +204,102.2% | +6,650.7% | +197,451.6% | +59,346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling