+451.0%
CSCO vs XYZ
+638.9%
-187.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -10.1% | -1.7% | -8.4% | -10.1% |
| 3M | -15.7% | +16.7% | -32.4% | -18.1% |
| 6M | +36.3% | +26.9% | +9.4% | +30.3% |
| YTD | +43.8% | +27.1% | +16.7% | +36.8% |
| 1Y | +63.9% | +9.3% | +54.7% | +59.1% |
| 3Y | +104.4% | +42.3% | +62.1% | +82.7% |
| 5Y | +111.4% | -69.3% | +180.7% | +128.3% |
| 10Y | +361.7% | +586.8% | -225.1% | +184.4% |
| All | +451.0% | +638.9% | -187.9% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling