+689.7%
CSCO vs EXPE
+727.3%
-37.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -2.9% | -13.3% | +10.4% | 0.0% |
| 30D | -16.7% | -5.5% | -11.2% | -16.1% |
| 3M | -18.4% | -16.5% | -2.0% | -16.0% |
| 6M | +2.9% | +13.1% | -10.2% | -1.6% |
| YTD | +30.4% | -8.0% | +38.4% | +28.7% |
| 1Y | +41.4% | +1.1% | +40.3% | +36.2% |
| 3Y | +104.7% | +131.2% | -26.5% | +56.2% |
| 5Y | +96.9% | +39.8% | +57.2% | +61.3% |
| 10Y | +321.5% | +118.5% | +203.0% | +177.2% |
| All | +689.7% | +727.3% | -37.7% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling