+384.5%
CSCO vs XYZ
+655.2%
-270.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.8% | -9.1% | -6.7% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | -15.8% | +11.5% | -27.3% | -17.5% |
| 3M | -15.4% | +1.8% | -17.2% | -16.0% |
| 6M | -5.4% | +21.2% | -26.6% | -9.0% |
| YTD | +26.5% | +29.9% | -3.5% | +19.5% |
| 1Y | +25.9% | +35.8% | -9.9% | +18.0% |
| 3Y | +97.5% | +62.6% | +34.9% | +73.0% |
| 5Y | +93.0% | -62.8% | +155.8% | +101.3% |
| 10Y | +308.6% | +612.0% | -303.3% | +149.9% |
| All | +384.5% | +655.2% | -270.7% | +195.9% |
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 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