+44.5%
GOOG vs CSCO
+63.7%
-19.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -6.9% | -10.1% | +3.2% | -6.0% |
| 3M | -9.1% | -15.7% | +6.5% | -7.9% |
| 6M | +10.6% | +36.3% | -25.6% | +4.6% |
| YTD | +7.0% | +43.8% | -36.8% | -0.9% |
| 1Y | +44.5% | +63.9% | -19.4% | +31.0% |
| All | +44.5% | +63.7% | -19.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 1y: compounded portfolio wealth divided by compounded CSCO 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…
1y analysis · Full analysis span regression · 6 months rolling