+335.7%
CSCO vs NDAQ
+472.7%
-137.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.7% |
| 7D | +6.6% | +1.7% | +4.9% | +5.8% |
| 30D | -11.3% | +16.2% | -27.6% | -17.3% |
| 3M | -17.3% | +14.0% | -31.3% | -22.4% |
| 6M | +3.5% | +22.3% | -18.7% | -6.7% |
| YTD | +34.9% | +13.0% | +21.9% | +24.9% |
| 1Y | +40.5% | +24.0% | +16.5% | +23.9% |
| 3Y | +109.3% | +117.1% | -7.8% | +36.3% |
| 5Y | +105.9% | +67.5% | +38.3% | +50.6% |
| All | +335.7% | +472.7% | -137.0% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling