+1,074.0%
CSCO vs NDAQ
+2,666.5%
-1,592.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -4.7% | +2.9% | -7.5% | -5.4% |
| 30D | -17.1% | +17.5% | -34.6% | -21.2% |
| 3M | -19.6% | +15.4% | -35.1% | -23.3% |
| 6M | +2.4% | +24.6% | -22.2% | -5.2% |
| YTD | +29.8% | +14.4% | +15.4% | +22.6% |
| 1Y | +38.7% | +26.9% | +11.7% | +26.7% |
| 3Y | +101.3% | +119.8% | -18.5% | +54.3% |
| 5Y | +94.8% | +70.5% | +24.3% | +59.6% |
| 10Y | +324.2% | +475.8% | -151.6% | +141.2% |
| All | +1,074.0% | +2,666.5% | -1,592.5% | +394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling