+55.6%
AMZN vs CSCO
+94.4%
-38.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +8.0% | -4.7% | +12.7% | +10.3% |
| 30D | +3.2% | -17.1% | +20.3% | +12.4% |
| 3M | -2.6% | -19.6% | +17.0% | +7.2% |
| 6M | -0.7% | +2.4% | -3.1% | -5.6% |
| YTD | +17.4% | +29.8% | -12.4% | -4.4% |
| 1Y | +9.0% | +38.7% | -29.6% | -15.2% |
| 3Y | +88.7% | +101.3% | -12.7% | +13.6% |
| 5Y | +55.6% | +94.8% | -39.3% | -7.8% |
| All | +55.6% | +94.4% | -38.8% | -7.8% |
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 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