+109.0%
AAPL vs CSCO
+114.4%
-5.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +1.0% | -10.1% | +11.1% | +5.3% |
| 3M | +5.0% | -11.7% | +16.7% | +9.8% |
| 6M | +23.0% | +40.1% | -17.1% | -0.2% |
| YTD | +16.6% | +43.8% | -27.2% | -7.6% |
| 1Y | +33.4% | +66.6% | -33.2% | -3.8% |
| 3Y | +79.9% | +108.5% | -28.6% | +13.1% |
| 5Y | +109.0% | +114.0% | -4.9% | +26.5% |
| All | +109.0% | +114.4% | -5.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling