+113.3%
CSCO vs NET
+112.9%
+0.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | -0.7% | -7.0% | +6.3% | -0.1% |
| 30D | -10.1% | -4.8% | -5.3% | -9.9% |
| 3M | -15.7% | +3.8% | -19.5% | -16.2% |
| 6M | +36.3% | +50.0% | -13.8% | +29.9% |
| YTD | +43.8% | +41.5% | +2.4% | +37.4% |
| 1Y | +63.9% | +32.8% | +31.1% | +57.0% |
| 3Y | +104.4% | +335.9% | -231.5% | +74.4% |
| All | +113.3% | +112.9% | +0.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 5y: compounded portfolio wealth divided by compounded NET 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…
5y analysis · Full analysis span regression · 6 months rolling