+18.3%
NOW vs CSCO
+104.4%
-86.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +20.5% | -10.1% | +30.6% | +24.1% |
| 3M | +18.3% | -15.7% | +34.0% | +24.6% |
| 6M | +24.1% | +36.3% | -12.2% | +8.4% |
| YTD | -7.8% | +43.8% | -51.6% | -23.0% |
| 1Y | -21.4% | +63.9% | -85.3% | -39.6% |
| All | +18.3% | +104.4% | -86.1% | -19.2% |
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