+237.5%
CSCO vs SPOT
+227.0%
+10.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | -0.7% | -0.9% | +0.3% | -0.5% |
| 30D | -10.1% | +12.5% | -22.6% | -11.9% |
| 3M | -15.7% | +9.9% | -25.6% | -17.3% |
| 6M | +36.3% | +1.6% | +34.7% | +34.7% |
| YTD | +43.8% | -6.6% | +50.4% | +43.6% |
| 1Y | +63.9% | -22.9% | +86.9% | +68.5% |
| 3Y | +104.4% | +244.3% | -139.9% | +59.4% |
| 5Y | +111.4% | +117.8% | -6.5% | +70.4% |
| All | +237.5% | +227.0% | +10.6% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling