+9.0%
MSFT vs CSCO
+42.8%
-33.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.6% |
| 7D | +4.7% | -6.1% | +10.7% | +5.0% |
| 30D | +5.8% | -8.2% | +14.0% | +6.2% |
| 3M | +13.0% | -14.6% | +27.6% | +13.4% |
| 6M | +34.9% | +12.7% | +22.2% | +32.6% |
| YTD | +15.7% | +37.0% | -21.3% | +10.1% |
| 1Y | +9.0% | +45.9% | -37.0% | +2.4% |
| All | +9.0% | +42.8% | -33.8% | +2.4% |
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 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