+193,726.0%
CSCO vs NOC
+17,099.7%
+176,626.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.3% |
| 7D | +1.9% | +4.8% | -2.9% | +0.5% |
| 30D | -15.8% | +11.0% | -26.9% | -18.6% |
| 3M | -15.4% | -3.8% | -11.6% | -14.8% |
| 6M | -5.4% | +0.6% | -6.0% | -6.4% |
| YTD | +26.5% | -2.3% | +28.7% | +25.0% |
| 1Y | +25.9% | +0.3% | +25.6% | +23.3% |
| 3Y | +97.5% | +24.6% | +72.9% | +77.0% |
| 5Y | +93.0% | +66.0% | +27.0% | +54.0% |
| 10Y | +308.6% | +161.2% | +147.5% | +175.5% |
| All | +193,726.0% | +17,099.7% | +176,626.3% | +48,944.4% |
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