+1,237.1%
AAPL vs CSCO
+372.9%
+864.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | +2.3% | -10.7% | +13.0% | +8.3% |
| 3M | +8.6% | -8.7% | +17.4% | +12.5% |
| 6M | +21.6% | +44.9% | -23.4% | -6.0% |
| YTD | +16.3% | +44.1% | -27.8% | -10.6% |
| 1Y | +35.1% | +65.9% | -30.8% | -5.6% |
| 3Y | +79.4% | +109.0% | -29.6% | +6.9% |
| 5Y | +109.8% | +114.8% | -4.9% | +20.8% |
| 10Y | +1,237.1% | +377.3% | +859.7% | +407.8% |
| All | +1,237.1% | +372.9% | +864.2% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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