+683.5%
CSCO vs INDA
+122.2%
+561.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +6.6% | +3.1% | +3.5% | +5.1% |
| 30D | -11.3% | +9.1% | -20.5% | -14.9% |
| 3M | -17.3% | +3.2% | -20.5% | -18.6% |
| 6M | +3.5% | +8.5% | -5.0% | -0.4% |
| YTD | +34.9% | -4.6% | +39.5% | +37.3% |
| 1Y | +40.5% | -5.5% | +46.0% | +43.6% |
| 3Y | +109.3% | +16.7% | +92.5% | +92.8% |
| 5Y | +105.9% | +9.0% | +96.9% | +95.0% |
| 10Y | +335.8% | +116.6% | +219.2% | +201.5% |
| All | +683.5% | +122.2% | +561.3% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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