+206.9%
CSCO vs ASX
+3,515.0%
-3,308.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | -10.1% | +2.0% | -12.1% | -10.8% |
| 3M | -15.7% | -1.3% | -14.4% | -16.7% |
| 6M | +36.3% | +71.4% | -35.2% | +15.0% |
| YTD | +43.8% | +135.3% | -91.5% | +11.2% |
| 1Y | +63.9% | +267.5% | -203.5% | +11.6% |
| 3Y | +104.4% | +388.5% | -284.1% | +25.0% |
| 5Y | +111.4% | +417.1% | -305.7% | +23.2% |
| 10Y | +361.7% | +872.7% | -511.1% | +110.7% |
| All | +206.9% | +3,515.0% | -3,308.2% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling