+73.5%
MSFT vs CSCO
+112.0%
-38.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +2.7% | -10.1% | +12.8% | +6.3% |
| 3M | +17.0% | -15.7% | +32.6% | +23.6% |
| 6M | +23.8% | +36.3% | -12.4% | +5.1% |
| YTD | +4.0% | +43.8% | -39.8% | -14.9% |
| 1Y | -0.8% | +63.9% | -64.8% | -24.6% |
| 3Y | +55.6% | +104.4% | -48.7% | +4.2% |
| All | +73.5% | +112.0% | -38.5% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling