+88.7%
AMZN vs CSCO
+102.6%
-14.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +8.0% | -4.7% | +12.7% | +9.7% |
| 30D | +3.2% | -17.1% | +20.3% | +9.9% |
| 3M | -2.6% | -19.6% | +17.0% | +4.5% |
| 6M | -0.7% | +2.4% | -3.1% | -4.5% |
| YTD | +17.4% | +29.8% | -12.4% | -0.9% |
| 1Y | +9.0% | +38.7% | -29.6% | -11.6% |
| 3Y | +88.7% | +101.3% | -12.7% | +22.7% |
| All | +88.7% | +102.6% | -14.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling