+38.3%
GOOGL vs CSCO
+67.4%
-29.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.9% | 0.0% | -1.8% | -1.9% |
| 30D | -7.5% | -10.7% | +3.3% | -6.5% |
| 3M | -9.2% | -8.7% | -0.4% | -8.6% |
| 6M | +8.1% | +44.9% | -36.8% | +0.8% |
| YTD | +5.8% | +44.1% | -38.3% | -2.4% |
| 1Y | +38.3% | +65.9% | -27.5% | +23.9% |
| All | +38.3% | +67.4% | -29.0% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling