+335.7%
CSCO vs Z
-19.3%
+355.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +6.6% | -4.9% | +11.5% | +7.2% |
| 30D | -11.3% | +3.0% | -14.3% | -11.9% |
| 3M | -17.3% | -13.4% | -3.9% | -16.5% |
| 6M | +3.5% | -27.3% | +30.9% | +6.5% |
| YTD | +34.9% | -57.8% | +92.7% | +47.8% |
| 1Y | +40.5% | -60.0% | +100.5% | +54.8% |
| 3Y | +109.3% | -21.5% | +130.8% | +105.9% |
| 5Y | +105.9% | -55.0% | +160.8% | +110.3% |
| All | +335.7% | -19.3% | +355.0% | +265.1% |
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