+40.5%
CSCO vs SPOT
-6.6%
+47.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.3% |
| 7D | +6.6% | -2.6% | +9.2% | +6.7% |
| 30D | -11.3% | +13.5% | -24.8% | -11.7% |
| 3M | -17.3% | +22.2% | -39.6% | -18.2% |
| 6M | +3.5% | +38.3% | -34.8% | +0.1% |
| YTD | +34.9% | +3.1% | +31.8% | +37.7% |
| 1Y | +40.5% | -7.6% | +48.1% | +47.4% |
| All | +40.5% | -6.6% | +47.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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