-39.3%
NFLX vs CSCO
+42.8%
-82.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.7% |
| 7D | +7.1% | -6.1% | +13.2% | +6.5% |
| 30D | -1.6% | -8.2% | +6.5% | -2.3% |
| 3M | -9.8% | -14.6% | +4.8% | -10.8% |
| 6M | -27.1% | +12.7% | -39.8% | -29.6% |
| YTD | -29.2% | +37.0% | -66.2% | -33.1% |
| 1Y | -39.3% | +45.9% | -85.2% | -43.3% |
| All | -39.3% | +42.8% | -82.1% | -43.3% |
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