+335.7%
CSCO vs V
+450.9%
-115.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +4.3% |
| 7D | +6.6% | -0.4% | +6.9% | +6.7% |
| 30D | -11.3% | +6.3% | -17.7% | -14.4% |
| 3M | -17.3% | +17.2% | -34.5% | -24.4% |
| 6M | +3.5% | +29.2% | -25.7% | -10.8% |
| YTD | +34.9% | +20.8% | +14.1% | +20.0% |
| 1Y | +40.5% | +25.0% | +15.5% | +22.2% |
| 3Y | +109.3% | +75.3% | +34.0% | +47.5% |
| 5Y | +105.9% | +105.8% | 0.0% | +28.7% |
| All | +335.7% | +450.9% | -115.2% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling