+108.4%
CSCO vs ASX
+471.1%
-362.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.5% |
| 7D | 0.0% | +11.1% | -11.1% | -2.2% |
| 30D | -10.7% | +9.6% | -20.3% | -12.6% |
| 3M | -8.7% | +18.6% | -27.4% | -13.0% |
| 6M | +44.9% | +92.1% | -47.2% | +23.1% |
| YTD | +44.1% | +158.5% | -114.3% | +14.4% |
| 1Y | +65.9% | +271.9% | -206.0% | +21.1% |
| All | +108.4% | +471.1% | -362.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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