+44.9%
AMZN vs CSCO
+115.3%
-70.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -9.2% | -10.7% | +1.5% | -4.6% |
| 3M | +3.4% | -8.7% | +12.1% | +7.0% |
| 6M | +18.2% | +44.9% | -26.7% | -6.9% |
| YTD | +9.3% | +44.1% | -34.8% | -14.8% |
| 1Y | +5.9% | +65.9% | -59.9% | -24.9% |
| 3Y | +82.6% | +109.0% | -26.4% | +10.5% |
| 5Y | +44.9% | +114.8% | -69.9% | -16.4% |
| All | +44.9% | +115.3% | -70.4% | -16.4% |
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