+114.0%
CSCO vs V
+68.4%
+45.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | -10.1% | +1.9% | -12.0% | -10.9% |
| 3M | -11.7% | +15.5% | -27.3% | -17.0% |
| 6M | +40.1% | +16.6% | +23.5% | +30.8% |
| YTD | +43.8% | +5.7% | +38.0% | +39.5% |
| 1Y | +66.6% | +8.6% | +58.1% | +59.4% |
| 3Y | +108.5% | +52.5% | +56.0% | +71.5% |
| 5Y | +114.0% | +67.1% | +46.8% | +62.6% |
| All | +114.0% | +68.4% | +45.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded V 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling