+8,828.1%
CSCO vs SPG
+5,805.1%
+3,023.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.2% | +4.9% | -15.1% | -11.5% |
| 30D | -20.1% | +15.6% | -35.7% | -23.5% |
| 3M | -22.1% | +4.1% | -26.1% | -23.1% |
| 6M | +3.2% | +13.6% | -10.4% | -1.2% |
| YTD | +24.1% | +27.5% | -3.5% | +14.5% |
| 1Y | +34.6% | +32.2% | +2.3% | +22.7% |
| 3Y | +90.0% | +126.0% | -36.0% | +45.8% |
| 5Y | +88.6% | +74.7% | +13.8% | +54.0% |
| 10Y | +316.5% | +112.8% | +203.7% | +186.2% |
| All | +8,828.1% | +5,805.1% | +3,023.0% | +2,077.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling