+45.9%
CSCO vs NEM
+50.9%
-5.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.9% | -9.3% | -0.5% |
| 7D | -6.1% | +3.7% | -9.7% | -6.5% |
| 30D | -8.2% | +2.0% | -10.1% | -8.4% |
| 3M | -14.6% | +21.1% | -35.7% | -16.5% |
| 6M | +12.7% | +9.5% | +3.2% | +10.9% |
| YTD | +37.0% | +19.1% | +17.9% | +35.2% |
| 1Y | +45.9% | +51.1% | -5.2% | +41.4% |
| All | +45.9% | +50.9% | -5.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling