+38.8%
CSCO vs SUNB
-5.1%
+43.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.1% |
| 7D | -0.7% | -6.3% | +5.6% | +0.4% |
| 30D | -10.1% | -14.2% | +4.0% | -7.9% |
| 3M | -15.7% | -14.7% | -0.9% | -14.0% |
| 6M | +36.3% | -7.9% | +44.2% | +35.9% |
| All | +38.8% | -5.1% | +43.8% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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