+321.5%
CSCO vs Z
-11.7%
+333.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.3% | +4.7% |
| 7D | -2.9% | -5.2% | +2.3% | -2.3% |
| 30D | -16.7% | +5.7% | -22.4% | -17.4% |
| 3M | -18.4% | -8.7% | -9.7% | -18.1% |
| 6M | +2.9% | -26.0% | +28.9% | +5.7% |
| YTD | +30.4% | -55.0% | +85.5% | +42.0% |
| 1Y | +41.4% | -58.0% | +99.4% | +55.0% |
| 3Y | +104.7% | -15.2% | +119.8% | +99.5% |
| 5Y | +96.9% | -53.8% | +150.8% | +100.7% |
| 10Y | +321.5% | -14.5% | +336.0% | +248.1% |
| All | +321.5% | -11.7% | +333.1% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling