+436.1%
CSCO vs Z
+25.1%
+411.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.8% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | -10.1% | -4.2% | -5.9% | -9.9% |
| 3M | -15.7% | -3.7% | -12.0% | -15.8% |
| 6M | +36.3% | -24.5% | +60.8% | +40.1% |
| YTD | +43.8% | -49.3% | +93.1% | +55.4% |
| 1Y | +63.9% | -58.7% | +122.6% | +81.4% |
| 3Y | +104.4% | -34.1% | +138.5% | +106.9% |
| 5Y | +111.4% | -64.5% | +175.9% | +122.8% |
| 10Y | +361.7% | -0.5% | +362.2% | +261.6% |
| All | +436.1% | +25.1% | +411.0% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling