+301.0%
CSCO vs EXPE
+119.9%
+181.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | -10.2% | -9.3% | -0.9% | -8.9% |
| 30D | -20.1% | +0.1% | -20.2% | -20.4% |
| 3M | -22.1% | -15.3% | -6.7% | -20.5% |
| 6M | +3.2% | +5.5% | -2.3% | +0.8% |
| YTD | +24.1% | -8.0% | +32.1% | +23.1% |
| 1Y | +34.6% | +18.9% | +15.7% | +26.7% |
| 3Y | +90.0% | +135.5% | -45.5% | +53.5% |
| 5Y | +88.6% | +44.3% | +44.3% | +61.1% |
| All | +301.0% | +119.9% | +181.1% | +183.1% |
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