+5.1%
GOOG vs CSCO
+25.0%
-19.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.3% | -0.1% |
| 7D | +3.0% | +1.9% | +1.1% | +2.8% |
| 30D | -14.9% | -15.8% | +1.0% | -13.1% |
| 3M | -14.9% | -15.4% | +0.5% | -13.2% |
| 6M | -26.6% | -5.4% | -21.2% | -26.5% |
| YTD | -6.6% | +26.5% | -33.1% | -14.3% |
| 1Y | +5.1% | +25.9% | -20.8% | -3.3% |
| All | +5.1% | +25.0% | -19.9% | -3.3% |
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