+108.5%
CSCO vs NEM
+249.7%
-141.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.5% | +3.9% | -4.4% | -0.9% |
| 30D | -10.1% | +12.7% | -22.8% | -11.3% |
| 3M | -11.7% | +28.7% | -40.4% | -14.2% |
| 6M | +40.1% | +9.8% | +30.3% | +37.9% |
| YTD | +43.8% | +28.1% | +15.7% | +39.4% |
| 1Y | +66.6% | +69.3% | -2.7% | +56.1% |
| 3Y | +108.5% | +247.7% | -139.2% | +77.7% |
| All | +108.5% | +249.7% | -141.2% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling