+38.3%
GOOG vs CSCO
+62.2%
-24.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | -3.6% | -10.8% | +7.2% | -2.6% |
| 3M | -6.4% | -9.2% | +2.8% | -5.7% |
| 6M | +7.8% | +39.5% | -31.8% | +1.2% |
| YTD | +5.5% | +41.5% | -36.0% | -2.4% |
| 1Y | +38.3% | +61.0% | -22.7% | +24.9% |
| All | +38.3% | +62.2% | -24.0% | +24.9% |
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