+687.9%
NFLX vs CSCO
+372.9%
+315.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -0.3% | -10.7% | +10.4% | +4.2% |
| 3M | -6.6% | -8.7% | +2.1% | -4.2% |
| 6M | -22.7% | +44.9% | -67.6% | -38.3% |
| YTD | -18.9% | +44.1% | -63.0% | -35.5% |
| 1Y | -39.8% | +65.9% | -105.7% | -55.9% |
| 3Y | +71.7% | +109.0% | -37.3% | +9.4% |
| 5Y | +27.2% | +114.8% | -87.5% | -21.6% |
| 10Y | +687.9% | +377.3% | +310.5% | +191.5% |
| All | +687.9% | +372.9% | +315.0% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling