+220,352.3%
CSCO vs SO
+6,238.5%
+214,113.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -10.1% | -4.6% | -5.5% | -8.9% |
| 3M | -15.7% | -3.0% | -12.6% | -15.2% |
| 6M | +36.3% | -8.3% | +44.5% | +39.2% |
| YTD | +43.8% | +3.5% | +40.3% | +41.5% |
| 1Y | +63.9% | -0.9% | +64.9% | +63.2% |
| 3Y | +104.4% | +45.4% | +59.0% | +79.2% |
| 5Y | +111.4% | +59.6% | +51.7% | +79.1% |
| 10Y | +361.7% | +156.6% | +205.1% | +236.7% |
| All | +220,352.3% | +6,238.5% | +214,113.9% | +65,343.9% |
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 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