+97.5%
CSCO vs NDAQ
+117.7%
-20.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.2% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | -15.8% | +18.0% | -33.8% | -18.9% |
| 3M | -15.4% | +11.5% | -26.9% | -17.5% |
| 6M | -5.4% | +21.1% | -26.5% | -9.9% |
| YTD | +26.5% | +12.8% | +13.6% | +22.6% |
| 1Y | +25.9% | +25.7% | +0.2% | +16.3% |
| 3Y | +97.5% | +116.8% | -19.3% | +54.4% |
| All | +97.5% | +117.7% | -20.1% | +54.4% |
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