+9.0%
AVGO vs CSCO
+67.4%
-58.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -13.7% | -10.7% | -3.0% | -9.6% |
| 3M | -6.9% | -8.7% | +1.8% | -3.7% |
| 6M | +5.8% | +44.9% | -39.1% | -10.4% |
| YTD | +5.7% | +44.1% | -38.5% | -11.9% |
| 1Y | +9.0% | +65.9% | -56.8% | -10.9% |
| All | +9.0% | +67.4% | -58.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling