+97.5%
CSCO vs Z
-18.1%
+115.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.5% | -9.7% | -6.5% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | -15.8% | +5.2% | -21.0% | -16.2% |
| 3M | -15.4% | -17.0% | +1.7% | -14.4% |
| 6M | -5.4% | -22.7% | +17.3% | -3.7% |
| YTD | +26.5% | -56.3% | +82.8% | +36.4% |
| 1Y | +25.9% | -57.7% | +83.5% | +36.0% |
| 3Y | +97.5% | -16.5% | +114.1% | +95.6% |
| All | +97.5% | -18.1% | +115.6% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling