+126.0%
GOOGL vs CSCO
+96.6%
+29.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.3% | +0.6% |
| 7D | +3.9% | +1.9% | +2.0% | +3.3% |
| 30D | -14.9% | -15.8% | +0.9% | -11.3% |
| 3M | -14.6% | -15.4% | +0.8% | -11.2% |
| 6M | -26.4% | -5.4% | -21.0% | -27.0% |
| YTD | -5.3% | +26.5% | -31.8% | -16.2% |
| 1Y | +6.5% | +25.9% | -19.4% | -5.6% |
| 3Y | +126.0% | +97.5% | +28.5% | +66.5% |
| All | +126.0% | +96.6% | +29.4% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling