+163.7%
CSCO vs ASX
+2,948.3%
-2,784.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -3.6% |
| 7D | -10.2% | -19.9% | +9.7% | -5.3% |
| 30D | -20.1% | -30.9% | +10.8% | -12.8% |
| 3M | -22.4% | -15.1% | -7.3% | -20.2% |
| 6M | +2.8% | -6.5% | +9.3% | +1.0% |
| YTD | +23.6% | +98.4% | -74.8% | -1.4% |
| 1Y | +34.0% | +107.9% | -73.8% | +5.5% |
| 3Y | +89.3% | +325.3% | -236.0% | +18.6% |
| 5Y | +87.9% | +447.3% | -359.4% | +6.6% |
| 10Y | +314.9% | +763.2% | -448.3% | +92.8% |
| All | +163.7% | +2,948.3% | -2,784.6% | -44.2% |
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