+108.1%
CSCO vs EXPE
+182.4%
-74.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -0.7% | -9.5% | +8.9% | +0.4% |
| 30D | -10.1% | -6.6% | -3.5% | -9.6% |
| 3M | -15.7% | +31.4% | -47.1% | -18.7% |
| 6M | +36.3% | +35.2% | +1.1% | +30.3% |
| YTD | +43.8% | +5.8% | +38.0% | +41.8% |
| 1Y | +63.9% | +38.7% | +25.3% | +53.9% |
| All | +108.1% | +182.4% | -74.3% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling