+14,551.4%
NVDA vs CSCO
+372.3%
+14,179.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -0.8% |
| 7D | -4.3% | -1.1% | -3.2% | -3.5% |
| 30D | +0.5% | -10.8% | +11.3% | +9.3% |
| 3M | +9.1% | -9.2% | +18.3% | +16.2% |
| 6M | +18.5% | +39.5% | -21.1% | -13.8% |
| YTD | +17.4% | +41.5% | -24.2% | -17.2% |
| 1Y | +23.4% | +61.0% | -37.5% | -22.7% |
| 3Y | +380.6% | +105.2% | +275.4% | +142.6% |
| 5Y | +875.7% | +113.4% | +762.3% | +374.3% |
| All | +14,551.4% | +372.3% | +14,179.1% | +3,673.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling