-16.3%
NOW vs CSCO
+90.4%
-106.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.0% | -10.2% | +7.2% | +0.1% |
| 30D | -26.0% | -20.1% | -6.0% | -21.1% |
| 3M | -13.1% | -22.4% | +9.3% | -6.9% |
| 6M | +14.5% | +2.8% | +11.7% | +10.2% |
| YTD | -33.4% | +23.6% | -57.0% | -41.7% |
| 1Y | -40.6% | +34.0% | -74.7% | -50.6% |
| 3Y | -16.3% | +89.3% | -105.6% | -43.2% |
| All | -16.3% | +90.4% | -106.7% | -43.2% |
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