+368.4%
CSCO vs XYZ
+612.1%
-243.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -10.7% | +0.5% | -11.3% | -11.0% |
| 3M | -8.7% | +16.3% | -25.0% | -11.5% |
| 6M | +44.9% | +21.1% | +23.8% | +39.3% |
| YTD | +44.1% | +22.0% | +22.1% | +37.8% |
| 1Y | +65.9% | +5.2% | +60.7% | +61.8% |
| 3Y | +109.0% | +49.6% | +59.4% | +84.4% |
| 5Y | +114.8% | -68.4% | +183.2% | +132.5% |
| All | +368.4% | +612.1% | -243.7% | +178.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling