+143.6%
CSCO vs NVDL
+2,657.6%
-2,514.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.3% |
| 7D | -0.5% | +7.3% | -7.8% | -1.1% |
| 30D | -10.1% | -0.7% | -9.4% | -10.2% |
| 3M | -11.7% | +9.5% | -21.2% | -12.9% |
| 6M | +40.1% | +41.6% | -1.5% | +35.1% |
| YTD | +43.8% | +23.3% | +20.5% | +39.7% |
| 1Y | +66.6% | +40.3% | +26.3% | +59.6% |
| 3Y | +108.5% | +692.2% | -583.7% | +70.8% |
| All | +143.6% | +2,657.6% | -2,514.0% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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