+89.3%
CSCO vs SPG
+124.5%
-35.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -10.2% | +4.9% | -15.1% | -11.1% |
| 30D | -20.1% | +15.6% | -35.7% | -22.7% |
| 3M | -22.4% | +4.1% | -26.4% | -23.0% |
| 6M | +2.8% | +13.6% | -10.8% | -1.0% |
| YTD | +23.6% | +27.5% | -3.9% | +14.7% |
| 1Y | +34.0% | +32.2% | +1.8% | +22.9% |
| 3Y | +89.3% | +126.0% | -36.8% | +40.3% |
| All | +89.3% | +124.5% | -35.3% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling