+1,201.1%
CSCO vs NDAQ
+2,327.9%
-1,126.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -0.7% | -2.4% | +1.8% | 0.0% |
| 30D | -10.1% | +2.5% | -12.6% | -10.9% |
| 3M | -15.7% | +9.9% | -25.6% | -18.6% |
| 6M | +36.3% | +9.4% | +26.8% | +31.3% |
| YTD | +43.8% | +0.4% | +43.4% | +41.8% |
| 1Y | +63.9% | +4.0% | +59.9% | +59.5% |
| 3Y | +104.4% | +94.4% | +10.0% | +62.8% |
| 5Y | +111.4% | +56.7% | +54.6% | +77.9% |
| 10Y | +361.7% | +375.3% | -13.6% | +178.4% |
| All | +1,201.1% | +2,327.9% | -1,126.8% | +471.3% |
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