+330.5%
CSCO vs EXPE
+121.2%
+209.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.3% |
| 7D | -2.8% | -17.8% | +15.0% | +0.4% |
| 30D | -12.6% | -3.2% | -9.4% | -12.5% |
| 3M | -16.0% | -19.0% | +3.0% | -13.6% |
| 6M | +2.8% | +17.7% | -14.9% | -1.2% |
| YTD | +33.2% | -7.8% | +41.0% | +32.1% |
| 1Y | +43.1% | -1.4% | +44.5% | +39.9% |
| 3Y | +106.7% | +121.9% | -15.2% | +69.0% |
| 5Y | +103.6% | +44.3% | +59.3% | +73.9% |
| 10Y | +330.5% | +125.4% | +205.1% | +203.0% |
| All | +330.5% | +121.2% | +209.3% | +203.0% |
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