+366.8%
CSCO vs EXPE
+155.3%
+211.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.9% | +7.9% | +1.3% |
| 7D | -0.5% | -9.8% | +9.2% | +1.1% |
| 30D | -10.1% | -11.5% | +1.4% | -8.5% |
| 3M | -11.7% | +21.7% | -33.4% | -15.2% |
| 6M | +40.1% | +10.4% | +29.7% | +36.3% |
| YTD | +43.8% | -2.5% | +46.3% | +41.9% |
| 1Y | +66.6% | +27.3% | +39.3% | +55.5% |
| 3Y | +108.5% | +153.5% | -45.0% | +66.6% |
| 5Y | +114.0% | +91.1% | +22.9% | +72.8% |
| 10Y | +366.8% | +153.1% | +213.7% | +215.6% |
| All | +366.8% | +155.3% | +211.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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