+4.5%
GOOGL vs CSCO
+44.5%
-40.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.6% |
| 7D | +5.7% | +6.6% | -0.9% | +4.9% |
| 30D | -15.6% | -11.3% | -4.2% | -14.5% |
| 3M | -13.0% | -17.3% | +4.3% | -11.5% |
| 6M | -22.8% | +3.5% | -26.3% | -23.6% |
| YTD | -4.4% | +34.9% | -39.3% | -10.6% |
| 1Y | +4.5% | +40.5% | -36.0% | -2.3% |
| All | +4.5% | +44.5% | -40.0% | -2.3% |
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