+26.7%
NFLX vs CSCO
+114.4%
-87.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +3.5% | -10.1% | +13.6% | +6.8% |
| 3M | -7.1% | -11.7% | +4.6% | -4.0% |
| 6M | -22.5% | +40.1% | -62.6% | -35.8% |
| YTD | -18.1% | +43.8% | -61.9% | -33.4% |
| 1Y | -38.3% | +66.6% | -104.9% | -53.9% |
| 3Y | +73.4% | +108.5% | -35.1% | +14.3% |
| 5Y | +26.7% | +114.0% | -87.3% | -18.4% |
| All | +26.7% | +114.4% | -87.8% | -18.4% |
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