+45.9%
CSCO vs NDAQ
+28.8%
+17.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.8% |
| 7D | -6.1% | +3.9% | -10.0% | -5.8% |
| 30D | -8.2% | +19.0% | -27.2% | -7.3% |
| 3M | -14.6% | +17.6% | -32.1% | -13.8% |
| 6M | +12.7% | +21.0% | -8.3% | +14.1% |
| YTD | +37.0% | +14.1% | +22.9% | +35.6% |
| 1Y | +45.9% | +29.4% | +16.5% | +49.9% |
| All | +45.9% | +28.8% | +17.1% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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