-25.1%
NOW vs CSCO
+92.6%
-117.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.2% | +7.8% | +4.4% |
| 7D | +0.3% | +1.9% | -1.6% | -0.9% |
| 30D | -27.0% | -15.8% | -11.1% | -21.2% |
| 3M | -19.6% | -15.4% | -4.3% | -14.0% |
| 6M | +17.5% | -5.4% | +22.9% | +16.4% |
| YTD | -33.3% | +26.5% | -59.7% | -45.2% |
| 1Y | -39.8% | +25.9% | -65.7% | -50.6% |
| 3Y | -19.9% | +97.5% | -117.5% | -52.7% |
| All | -25.1% | +92.6% | -117.7% | -53.6% |
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