+321.5%
CSCO vs EXPE
+119.8%
+201.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -2.9% | -13.3% | +10.4% | -0.7% |
| 30D | -16.7% | -5.5% | -11.2% | -16.2% |
| 3M | -18.4% | -16.5% | -2.0% | -16.6% |
| 6M | +2.9% | +13.1% | -10.2% | -0.5% |
| YTD | +30.4% | -8.0% | +38.4% | +29.4% |
| 1Y | +41.4% | +1.1% | +40.3% | +37.6% |
| 3Y | +104.7% | +131.2% | -26.5% | +66.0% |
| 5Y | +96.9% | +39.8% | +57.2% | +69.4% |
| 10Y | +321.5% | +118.5% | +203.0% | +197.5% |
| All | +321.5% | +119.8% | +201.7% | +197.5% |
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