+41.4%
NFLX vs CSCO
+102.6%
-61.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | -4.7% | +4.4% | +0.2% |
| 30D | -10.0% | -17.1% | +7.1% | -8.2% |
| 3M | -17.1% | -19.6% | +2.5% | -15.2% |
| 6M | -27.7% | +2.4% | -30.1% | -30.7% |
| YTD | -32.5% | +29.8% | -62.3% | -40.3% |
| 1Y | -43.5% | +38.7% | -82.2% | -51.3% |
| 3Y | +41.4% | +101.3% | -59.9% | +9.5% |
| All | +41.4% | +102.6% | -61.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling