+1,018.2%
CSCO vs NDAQ
+2,593.6%
-1,575.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -10.2% | +0.8% | -11.0% | -10.4% |
| 30D | -20.1% | +16.5% | -36.6% | -23.8% |
| 3M | -22.4% | +13.5% | -35.9% | -25.6% |
| 6M | +2.8% | +20.9% | -18.1% | -3.9% |
| YTD | +23.6% | +11.4% | +12.2% | +17.7% |
| 1Y | +34.0% | +25.9% | +8.1% | +22.8% |
| 3Y | +89.3% | +119.9% | -30.6% | +45.0% |
| 5Y | +87.9% | +61.7% | +26.1% | +56.4% |
| 10Y | +314.9% | +481.6% | -166.7% | +135.5% |
| All | +1,018.2% | +2,593.6% | -1,575.4% | +374.5% |
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