-39.8%
NFLX vs CSCO
+67.4%
-107.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -0.9% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -0.3% | -10.7% | +10.4% | -0.9% |
| 3M | -6.6% | -8.7% | +2.1% | -6.9% |
| 6M | -22.7% | +44.9% | -67.6% | -28.6% |
| YTD | -18.9% | +44.1% | -63.0% | -24.0% |
| 1Y | -39.8% | +65.9% | -105.7% | -46.3% |
| All | -39.8% | +67.4% | -107.2% | -46.3% |
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