+32.6%
CSCO vs SPG
+29.6%
+3.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | -10.2% | +4.9% | -15.1% | -9.6% |
| 30D | -20.1% | +15.6% | -35.7% | -18.7% |
| 3M | -22.1% | +4.1% | -26.1% | -21.2% |
| 6M | +3.2% | +13.6% | -10.4% | +3.7% |
| YTD | +24.1% | +27.5% | -3.5% | +25.3% |
| All | +32.6% | +29.6% | +3.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling