+11,715.7%
GOOG vs CSCO
+692.3%
+11,023.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.3% | +1.9% |
| 7D | +3.0% | +1.9% | +1.1% | +1.9% |
| 30D | -14.9% | -15.8% | +1.0% | -8.1% |
| 3M | -14.9% | -15.4% | +0.5% | -8.7% |
| 6M | -26.6% | -5.4% | -21.2% | -26.9% |
| YTD | -6.6% | +26.5% | -33.1% | -20.2% |
| 1Y | +5.1% | +25.9% | -20.8% | -10.0% |
| 3Y | +121.0% | +97.5% | +23.4% | +49.1% |
| 5Y | +97.3% | +93.0% | +4.3% | +33.7% |
| 10Y | +683.2% | +308.6% | +374.6% | +263.3% |
| All | +11,715.7% | +692.3% | +11,023.4% | +3,724.5% |
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