+87.4%
CSCO vs EXE
+62.1%
+25.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -10.2% | -6.6% | -3.6% | -9.2% |
| 30D | -20.1% | -4.0% | -16.1% | -19.5% |
| 3M | -22.1% | -7.5% | -14.6% | -21.2% |
| 6M | +3.2% | -11.7% | +14.9% | +5.0% |
| YTD | +24.1% | -22.0% | +46.1% | +28.4% |
| 1Y | +34.6% | -21.8% | +56.4% | +38.9% |
| 3Y | +90.0% | +8.0% | +82.0% | +83.8% |
| All | +87.4% | +62.1% | +25.3% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling