+104.6%
CSCO vs SU
+120.3%
-15.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.1% | +1.7% | -2.7% | -1.4% |
| 30D | -10.8% | +9.6% | -20.4% | -12.5% |
| 3M | -9.2% | +11.7% | -21.0% | -11.5% |
| 6M | +39.5% | +21.9% | +17.6% | +33.9% |
| YTD | +41.5% | +58.6% | -17.1% | +29.2% |
| 1Y | +61.0% | +66.5% | -5.6% | +45.5% |
| All | +104.6% | +120.3% | -15.7% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling