+34.4%
NVDA vs CSCO
+63.7%
-29.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +5.9% | -0.7% | +6.6% | +6.1% |
| 30D | +5.1% | -10.1% | +15.2% | +8.1% |
| 3M | +5.4% | -15.7% | +21.0% | +10.2% |
| 6M | +26.0% | +36.3% | -10.3% | +14.2% |
| YTD | +23.7% | +43.8% | -20.2% | +7.9% |
| 1Y | +34.4% | +63.9% | -29.6% | +11.6% |
| All | +34.4% | +63.7% | -29.3% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling