+108.1%
CSCO vs NDAQ
+96.0%
+12.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | -0.7% | -2.4% | +1.8% | -0.1% |
| 30D | -10.1% | +2.5% | -12.6% | -10.7% |
| 3M | -15.7% | +9.9% | -25.6% | -18.0% |
| 6M | +36.3% | +9.4% | +26.8% | +32.3% |
| YTD | +43.8% | +0.4% | +43.4% | +43.0% |
| 1Y | +63.9% | +4.0% | +59.9% | +60.4% |
| All | +108.1% | +96.0% | +12.1% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling