+220,352.4%
CSCO vs NI
+5,298.3%
+215,054.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | -0.7% | +2.0% | -2.7% | -1.4% |
| 30D | -10.1% | -3.5% | -6.6% | -9.0% |
| 3M | -15.7% | -9.1% | -6.6% | -13.0% |
| 6M | +36.3% | -11.8% | +48.1% | +42.1% |
| YTD | +43.8% | +1.1% | +42.7% | +42.1% |
| 1Y | +63.9% | +6.7% | +57.2% | +58.3% |
| 3Y | +104.4% | +71.1% | +33.3% | +62.7% |
| 5Y | +111.4% | +94.3% | +17.0% | +58.7% |
| 10Y | +361.7% | +135.8% | +225.9% | +209.8% |
| All | +220,352.4% | +5,298.3% | +215,054.0% | +38,158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling