+133.6%
GOOG vs CSCO
+114.2%
+19.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | -7.7% | -10.7% | +3.1% | -3.5% |
| 3M | -9.3% | -8.7% | -0.6% | -6.5% |
| 6M | +7.4% | +44.9% | -37.5% | -13.2% |
| YTD | +4.9% | +44.1% | -39.3% | -16.2% |
| 1Y | +37.2% | +65.9% | -28.7% | +0.7% |
| 3Y | +141.6% | +109.0% | +32.6% | +52.8% |
| All | +133.6% | +114.2% | +19.4% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling