+360.7%
CSCO vs Z
+6.9%
+353.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.7% |
| 7D | -10.2% | -4.6% | -5.6% | -9.7% |
| 30D | -20.1% | +8.3% | -28.4% | -21.1% |
| 3M | -22.4% | -11.6% | -10.8% | -21.7% |
| 6M | +2.8% | -33.6% | +36.4% | +7.1% |
| YTD | +23.6% | -56.7% | +80.3% | +35.6% |
| 1Y | +34.0% | -59.1% | +93.2% | +47.9% |
| 3Y | +89.3% | -20.4% | +109.6% | +85.7% |
| 5Y | +87.9% | -55.3% | +143.1% | +92.3% |
| 10Y | +314.9% | -14.2% | +329.1% | +229.8% |
| All | +360.7% | +6.9% | +353.8% | +230.0% |
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