+66.6%
CSCO vs EXPE
+28.7%
+37.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.9% | +7.9% | 0.0% |
| 7D | -0.5% | -9.8% | +9.2% | -0.4% |
| 30D | -10.1% | -11.5% | +1.4% | -10.1% |
| 3M | -11.7% | +21.7% | -33.4% | -12.2% |
| 6M | +40.1% | +10.4% | +29.7% | +39.7% |
| YTD | +43.8% | -2.5% | +46.3% | +43.8% |
| 1Y | +66.6% | +27.3% | +39.3% | +65.4% |
| All | +66.6% | +28.7% | +37.9% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling