+740.7%
GOOGL vs CSCO
+372.3%
+368.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.5% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -3.2% | -10.8% | +7.6% | +2.0% |
| 3M | -6.6% | -9.2% | +2.6% | -3.0% |
| 6M | +8.5% | +39.5% | -31.1% | -12.1% |
| YTD | +6.5% | +41.5% | -35.0% | -15.4% |
| 1Y | +39.4% | +61.0% | -21.5% | +2.5% |
| 3Y | +146.2% | +105.2% | +41.0% | +54.9% |
| 5Y | +138.3% | +113.4% | +24.9% | +44.1% |
| All | +740.7% | +372.3% | +368.3% | +224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling