+113.3%
CSCO vs EXPE
+111.8%
+1.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | -0.7% | -9.5% | +8.9% | +0.6% |
| 30D | -10.1% | -6.6% | -3.5% | -9.5% |
| 3M | -15.7% | +31.4% | -47.1% | -19.0% |
| 6M | +36.3% | +35.2% | +1.1% | +29.7% |
| YTD | +43.8% | +5.8% | +38.0% | +41.2% |
| 1Y | +63.9% | +38.7% | +25.3% | +53.6% |
| 3Y | +104.4% | +175.8% | -71.4% | +69.6% |
| All | +113.3% | +111.8% | +1.5% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling