+220,352.2%
CSCO vs NEM
+418.2%
+219,934.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -10.1% | +23.1% | -33.2% | -11.2% |
| 3M | -15.7% | +18.5% | -34.2% | -16.6% |
| 6M | +36.3% | +7.8% | +28.5% | +35.2% |
| YTD | +43.8% | +29.1% | +14.7% | +41.2% |
| 1Y | +63.9% | +72.7% | -8.7% | +58.0% |
| 3Y | +104.4% | +248.7% | -144.4% | +88.2% |
| 5Y | +111.4% | +148.7% | -37.3% | +97.1% |
| 10Y | +361.7% | +304.8% | +56.9% | +316.7% |
| All | +220,352.2% | +418.2% | +219,934.1% | +198,692.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling