+498.2%
CSCO vs V
+3,138.4%
-2,640.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.2% | +2.2% | -12.4% | -11.1% |
| 30D | -20.1% | +13.6% | -33.6% | -25.0% |
| 3M | -22.4% | +14.3% | -36.7% | -27.5% |
| 6M | +2.8% | +33.1% | -30.3% | -11.3% |
| YTD | +23.6% | +21.2% | +2.4% | +11.0% |
| 1Y | +34.0% | +26.4% | +7.6% | +17.6% |
| 3Y | +89.3% | +77.6% | +11.7% | +39.1% |
| 5Y | +87.9% | +102.6% | -14.7% | +26.9% |
| 10Y | +314.9% | +464.4% | -149.5% | +70.7% |
| All | +498.2% | +3,138.4% | -2,640.2% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling