-51.7%
INTC vs CSCO
+5.4%
-57.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.9% | +5.8% |
| 7D | +7.3% | -2.8% | +10.0% | +9.4% |
| 30D | -38.3% | -12.6% | -25.7% | -33.2% |
| 3M | -36.0% | -16.0% | -20.0% | -30.4% |
| 6M | -51.7% | +2.8% | -54.6% | -48.4% |
| All | -51.7% | +5.4% | -57.1% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling