+114.0%
CSCO vs EXE
+106.6%
+7.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.5% | -1.8% | +1.3% | -0.2% |
| 30D | -10.1% | +6.4% | -16.5% | -11.0% |
| 3M | -11.7% | +9.2% | -21.0% | -13.1% |
| 6M | +40.1% | -7.0% | +47.1% | +41.3% |
| YTD | +43.8% | -9.5% | +53.3% | +45.3% |
| 1Y | +66.6% | +6.2% | +60.4% | +63.3% |
| 3Y | +108.5% | +20.7% | +87.8% | +98.7% |
| 5Y | +114.0% | +103.6% | +10.3% | +91.2% |
| All | +114.0% | +106.6% | +7.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling