+13,444.1%
GOOG vs CSCO
+801.1%
+12,643.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.3% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | -6.8% | -10.1% | +3.3% | -2.4% |
| 3M | -9.1% | -15.7% | +6.6% | -2.5% |
| 6M | +10.7% | +36.3% | -25.6% | -7.1% |
| YTD | +7.1% | +43.8% | -36.8% | -13.2% |
| 1Y | +44.6% | +63.9% | -19.3% | +9.6% |
| 3Y | +147.4% | +104.4% | +43.1% | +66.1% |
| 5Y | +133.8% | +111.4% | +22.5% | +53.1% |
| 10Y | +777.5% | +361.7% | +415.8% | +287.1% |
| All | +13,444.1% | +801.1% | +12,643.0% | +4,057.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling