-2.2%
NFLX vs CSCO
+94.4%
-96.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.3% | -4.7% | +4.4% | +1.1% |
| 30D | -10.0% | -17.1% | +7.1% | -4.9% |
| 3M | -17.1% | -19.6% | +2.5% | -12.0% |
| 6M | -27.7% | +2.4% | -30.1% | -31.9% |
| YTD | -32.5% | +29.8% | -62.3% | -44.0% |
| 1Y | -43.5% | +38.7% | -82.2% | -54.9% |
| 3Y | +41.4% | +101.3% | -59.9% | -9.2% |
| 5Y | -2.2% | +94.8% | -97.0% | -37.8% |
| All | -2.2% | +94.4% | -96.6% | -37.8% |
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