+143.3%
CSCO vs EXE
+161.7%
-18.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.8% |
| 7D | -4.7% | -2.2% | -2.5% | -4.4% |
| 30D | -17.1% | -0.3% | -16.8% | -17.1% |
| 3M | -19.6% | -9.3% | -10.3% | -18.5% |
| 6M | +2.4% | -7.2% | +9.6% | +3.3% |
| YTD | +29.8% | -18.9% | +48.7% | +33.1% |
| 1Y | +38.7% | -21.7% | +60.4% | +42.9% |
| 3Y | +101.3% | +21.0% | +80.4% | +92.5% |
| 5Y | +94.8% | +76.0% | +18.9% | +79.7% |
| All | +143.3% | +161.7% | -18.4% | +119.6% |
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