+359.9%
CSCO vs NI
+143.3%
+216.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -10.8% | -1.4% | -9.4% | -10.4% |
| 3M | -9.2% | -10.6% | +1.4% | -5.8% |
| 6M | +39.5% | -9.9% | +49.4% | +44.0% |
| YTD | +41.5% | +1.2% | +40.3% | +39.7% |
| 1Y | +61.0% | +4.4% | +56.5% | +56.5% |
| 3Y | +105.2% | +68.6% | +36.6% | +64.7% |
| 5Y | +113.4% | +98.0% | +15.4% | +59.2% |
| All | +359.9% | +143.3% | +216.6% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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