+220,291.7%
CSCO vs SU
+60,758.6%
+159,533.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | 0.0% |
| 7D | -0.5% | -1.0% | +0.4% | -0.5% |
| 30D | -10.1% | +13.7% | -23.8% | -10.1% |
| 3M | -11.7% | +8.0% | -19.8% | -11.7% |
| 6M | +40.1% | +21.0% | +19.1% | +40.1% |
| YTD | +43.8% | +56.2% | -12.5% | +43.7% |
| 1Y | +66.6% | +72.2% | -5.6% | +66.5% |
| 3Y | +108.5% | +118.1% | -9.6% | +108.2% |
| 5Y | +114.0% | +350.3% | -236.4% | +113.4% |
| 10Y | +366.8% | +248.5% | +118.4% | +365.7% |
| All | +220,291.7% | +60,758.6% | +159,533.1% | +229,270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling