+25.9%
CSCO vs EXPE
-4.7%
+30.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.1% | -6.2% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | -15.8% | -6.1% | -9.8% | -15.2% |
| 3M | -15.4% | -21.3% | +5.9% | -14.7% |
| 6M | -5.4% | +19.0% | -24.4% | -5.3% |
| YTD | +26.5% | -8.4% | +34.9% | +27.5% |
| 1Y | +25.9% | -2.8% | +28.7% | +25.8% |
| All | +25.9% | -4.7% | +30.6% | +25.8% |
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