-26.7%
NOW vs CSCO
+95.5%
-122.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | -8.7% | -4.7% | -4.1% | -6.8% |
| 30D | -29.3% | -17.1% | -12.2% | -23.1% |
| 3M | -21.8% | -19.6% | -2.2% | -14.4% |
| 6M | +9.2% | +2.4% | +6.8% | +4.1% |
| YTD | -35.0% | +29.8% | -64.8% | -47.1% |
| 1Y | -42.5% | +38.7% | -81.2% | -55.5% |
| 3Y | -21.5% | +101.3% | -122.9% | -53.8% |
| All | -26.7% | +95.5% | -122.2% | -55.1% |
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