+65.0%
INTC vs CSCO
+43.1%
+21.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.9% | +5.7% |
| 7D | +7.3% | -2.8% | +10.0% | +9.6% |
| 30D | -38.3% | -12.6% | -25.7% | -32.3% |
| 3M | -36.0% | -16.0% | -20.0% | -29.0% |
| 6M | -51.7% | +2.8% | -54.6% | -51.0% |
| YTD | +69.4% | +33.2% | +36.1% | +51.2% |
| 1Y | +65.0% | +43.1% | +21.9% | +45.6% |
| All | +65.0% | +43.1% | +21.9% | +45.6% |
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