+359.9%
CSCO vs XYZ
+609.1%
-249.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -1.1% | -5.2% | +4.1% | -0.2% |
| 30D | -10.8% | 0.0% | -10.8% | -11.0% |
| 3M | -9.2% | +18.7% | -27.9% | -12.2% |
| 6M | +39.5% | +20.5% | +19.0% | +34.3% |
| YTD | +41.5% | +21.5% | +20.0% | +35.4% |
| 1Y | +61.0% | +7.2% | +53.8% | +56.5% |
| 3Y | +105.2% | +49.0% | +56.2% | +81.1% |
| 5Y | +113.4% | -68.1% | +181.5% | +130.6% |
| All | +359.9% | +609.1% | -249.3% | +174.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling