+117.4%
INTC vs CSCO
+334.9%
-217.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -3.0% |
| 7D | +17.1% | +6.6% | +10.6% | +11.9% |
| 30D | -40.5% | -11.3% | -29.1% | -34.2% |
| 3M | -39.4% | -17.3% | -22.0% | -30.3% |
| 6M | -49.3% | +3.5% | -52.8% | -50.9% |
| YTD | +65.9% | +34.9% | +31.0% | +31.9% |
| 1Y | +61.5% | +40.5% | +21.0% | +24.6% |
| 3Y | +59.6% | +109.3% | -49.7% | -9.1% |
| 5Y | +31.2% | +105.9% | -74.7% | -25.7% |
| All | +117.4% | +334.9% | -217.4% | -23.5% |
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 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