+45.9%
CSCO vs XYZ
+19.9%
+26.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +15.3% | -14.7% | -1.0% |
| 7D | -6.1% | +16.5% | -22.6% | -7.7% |
| 30D | -8.2% | +15.0% | -23.1% | -9.7% |
| 3M | -14.6% | +3.5% | -18.1% | -14.8% |
| 6M | +12.7% | +21.9% | -9.2% | +8.8% |
| YTD | +37.0% | +34.6% | +2.4% | +25.4% |
| 1Y | +45.9% | +20.7% | +25.2% | +33.6% |
| All | +45.9% | +19.9% | +26.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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