+189,363.8%
CSCO vs SO
+6,542.8%
+182,821.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.9% |
| 3M | -22.4% | +0.2% | -22.6% | -22.6% |
| 6M | +2.8% | +0.4% | +2.4% | +2.2% |
| YTD | +23.6% | +8.5% | +15.1% | +19.8% |
| 1Y | +34.0% | +4.9% | +29.1% | +31.1% |
| 3Y | +89.3% | +47.9% | +41.3% | +65.1% |
| 5Y | +87.9% | +75.7% | +12.2% | +54.6% |
| 10Y | +314.9% | +178.0% | +136.9% | +195.6% |
| All | +189,363.8% | +6,542.8% | +182,821.0% | +55,300.8% |
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