+140.7%
GOOG vs CSCO
+108.8%
+31.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -7.7% | -10.7% | +3.1% | -5.0% |
| 3M | -9.3% | -8.7% | -0.6% | -7.5% |
| 6M | +7.4% | +44.9% | -37.5% | -7.8% |
| YTD | +4.9% | +44.1% | -39.3% | -10.9% |
| 1Y | +37.2% | +65.9% | -28.7% | +8.9% |
| All | +140.7% | +108.8% | +31.8% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling