+379.9%
CSCO vs SU
+267.2%
+112.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +2.7% | +2.2% | +0.5% | +2.2% |
| 30D | -9.5% | +8.4% | -17.9% | -11.1% |
| 3M | -7.6% | +12.1% | -19.7% | -10.1% |
| 6M | +44.9% | +19.7% | +25.2% | +38.9% |
| YTD | +47.7% | +58.4% | -10.7% | +33.4% |
| 1Y | +69.1% | +67.2% | +1.8% | +50.7% |
| 3Y | +113.5% | +125.0% | -11.5% | +76.3% |
| 5Y | +122.8% | +355.1% | -232.3% | +51.9% |
| All | +379.9% | +267.2% | +112.7% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling