+13,447.0%
GOOG vs CSCO
+800.9%
+12,646.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | -5.1% | -10.1% | +5.0% | -0.6% |
| 3M | -7.1% | -11.7% | +4.7% | -2.3% |
| 6M | +12.7% | +40.1% | -27.4% | -6.7% |
| YTD | +7.1% | +43.8% | -36.7% | -13.2% |
| 1Y | +43.6% | +66.6% | -23.0% | +7.9% |
| 3Y | +146.8% | +108.5% | +38.2% | +64.0% |
| 5Y | +133.7% | +114.0% | +19.7% | +52.1% |
| 10Y | +773.3% | +366.8% | +406.5% | +283.3% |
| All | +13,447.0% | +800.9% | +12,646.1% | +4,059.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling