+153.8%
CSCO vs NET
+1,381.0%
-1,227.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | -6.1% | -16.4% | +10.3% | -4.5% |
| 30D | -8.2% | -25.8% | +17.7% | -5.7% |
| 3M | -14.6% | -11.5% | -3.0% | -13.9% |
| 6M | +12.7% | +18.9% | -6.2% | +9.7% |
| YTD | +37.0% | +35.2% | +1.8% | +30.9% |
| 1Y | +45.9% | +14.5% | +31.5% | +41.5% |
| 3Y | +110.0% | +313.8% | -203.8% | +78.0% |
| 5Y | +107.2% | +32.6% | +74.6% | +82.7% |
| All | +153.8% | +1,381.0% | -1,227.2% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling