+179.4%
INTC vs CSCO
+108.2%
+71.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.1% | +9.1% |
| 7D | +17.4% | -0.5% | +17.9% | +17.8% |
| 30D | +2.8% | -10.1% | +12.9% | +9.0% |
| 3M | -5.3% | -11.7% | +6.5% | +1.7% |
| 6M | +140.6% | +40.1% | +100.5% | +89.9% |
| YTD | +183.1% | +43.8% | +139.3% | +117.4% |
| 1Y | +326.8% | +66.6% | +260.1% | +195.8% |
| 3Y | +179.4% | +108.5% | +70.9% | +49.8% |
| All | +179.4% | +108.2% | +71.3% | +49.8% |
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