+220,352.2%
CSCO vs NOC
+15,992.0%
+204,360.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.3% |
| 7D | -0.7% | -5.2% | +4.5% | +0.9% |
| 30D | -10.1% | -7.2% | -2.9% | -8.2% |
| 3M | -15.7% | -5.1% | -10.6% | -14.7% |
| 6M | +36.3% | -31.1% | +67.3% | +51.4% |
| YTD | +43.8% | -8.6% | +52.4% | +45.5% |
| 1Y | +63.9% | -9.7% | +73.7% | +66.2% |
| 3Y | +104.4% | +24.3% | +80.1% | +82.9% |
| 5Y | +111.4% | +52.6% | +58.7% | +73.1% |
| 10Y | +361.7% | +183.6% | +178.1% | +203.9% |
| All | +220,352.2% | +15,992.0% | +204,360.3% | +56,999.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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