+366.8%
CSCO vs NDAQ
+372.3%
-5.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -0.5% | -2.6% | +2.0% | +0.6% |
| 30D | -10.1% | +0.5% | -10.6% | -10.4% |
| 3M | -11.7% | +9.9% | -21.6% | -16.3% |
| 6M | +40.1% | +8.2% | +31.9% | +33.1% |
| YTD | +43.8% | -1.5% | +45.3% | +42.0% |
| 1Y | +66.6% | +1.3% | +65.3% | +61.6% |
| 3Y | +108.5% | +92.6% | +15.9% | +43.3% |
| 5Y | +114.0% | +53.8% | +60.1% | +61.6% |
| 10Y | +366.8% | +376.0% | -9.1% | +91.2% |
| All | +366.8% | +372.3% | -5.5% | +91.2% |
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