+11,791.0%
GOOGL vs CSCO
+692.3%
+11,098.7%
-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 | +3.9% | +1.9% | +2.0% | +2.8% |
| 30D | -14.9% | -15.8% | +0.9% | -8.1% |
| 3M | -14.6% | -15.4% | +0.8% | -8.3% |
| 6M | -26.4% | -5.4% | -21.0% | -26.7% |
| YTD | -5.3% | +26.5% | -31.8% | -19.1% |
| 1Y | +6.5% | +25.9% | -19.4% | -8.8% |
| 3Y | +126.0% | +97.5% | +28.5% | +52.6% |
| 5Y | +100.8% | +93.0% | +7.8% | +36.1% |
| 10Y | +673.8% | +308.6% | +365.2% | +258.8% |
| All | +11,791.0% | +692.3% | +11,098.7% | +3,747.9% |
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 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