+63.9%
CSCO vs Z
-58.8%
+122.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.5% |
| 7D | -0.7% | -3.0% | +2.3% | -0.7% |
| 30D | -10.1% | -4.2% | -5.9% | -9.9% |
| 3M | -15.7% | -3.7% | -12.0% | -15.0% |
| 6M | +36.3% | -24.5% | +60.8% | +39.0% |
| YTD | +43.8% | -49.3% | +93.1% | +48.1% |
| 1Y | +63.9% | -58.7% | +122.6% | +66.6% |
| All | +63.9% | -58.8% | +122.8% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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