+596.0%
CSCO vs V
+2,773.8%
-2,177.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -0.7% | -1.7% | +1.0% | +0.1% |
| 30D | -10.1% | +2.0% | -12.1% | -11.2% |
| 3M | -15.7% | +17.4% | -33.0% | -22.5% |
| 6M | +36.3% | +17.5% | +18.8% | +24.8% |
| YTD | +43.8% | +7.6% | +36.2% | +37.1% |
| 1Y | +63.9% | +7.7% | +56.2% | +55.6% |
| 3Y | +104.4% | +54.7% | +49.7% | +60.8% |
| 5Y | +111.4% | +73.0% | +38.3% | +53.8% |
| 10Y | +361.7% | +390.9% | -29.2% | +103.4% |
| All | +596.0% | +2,773.8% | -2,177.8% | +29.3% |
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