+359.9%
CSCO vs NEM
+316.8%
+43.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.6% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | -10.8% | +7.8% | -18.6% | -11.6% |
| 3M | -9.2% | +36.3% | -45.5% | -12.4% |
| 6M | +39.5% | +6.6% | +33.0% | +37.8% |
| YTD | +41.5% | +27.1% | +14.4% | +37.0% |
| 1Y | +61.0% | +62.3% | -1.4% | +51.2% |
| 3Y | +105.2% | +245.1% | -139.9% | +75.4% |
| 5Y | +113.4% | +154.0% | -40.6% | +85.7% |
| All | +359.9% | +316.8% | +43.1% | +289.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling