+170.2%
CSCO vs EXE
+187.5%
-17.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | 0.0% | -2.7% | +2.7% | +0.4% |
| 30D | -10.7% | -0.4% | -10.4% | -10.7% |
| 3M | -8.7% | +9.5% | -18.2% | -10.1% |
| 6M | +44.9% | -9.3% | +54.3% | +46.7% |
| YTD | +44.1% | -10.9% | +55.0% | +45.9% |
| 1Y | +65.9% | +4.3% | +61.6% | +63.2% |
| 3Y | +109.0% | +18.8% | +90.2% | +100.3% |
| 5Y | +114.8% | +101.4% | +13.3% | +94.8% |
| All | +170.2% | +187.5% | -17.3% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling