+319.3%
CSCO vs V
+457.4%
-138.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -4.7% | +0.8% | -5.5% | -5.0% |
| 30D | -17.1% | +9.9% | -27.0% | -21.3% |
| 3M | -19.6% | +17.5% | -37.1% | -26.5% |
| 6M | +2.4% | +33.5% | -31.0% | -13.2% |
| YTD | +29.8% | +21.6% | +8.2% | +15.1% |
| 1Y | +38.7% | +27.6% | +11.1% | +19.3% |
| 3Y | +101.3% | +76.4% | +24.9% | +41.7% |
| 5Y | +94.8% | +103.8% | -9.0% | +22.9% |
| All | +319.3% | +457.4% | -138.0% | +52.7% |
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