+235.9%
NVDA vs CSCO
+96.6%
+139.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.2% | +1.1% |
| 7D | -12.7% | +1.9% | -14.7% | -13.9% |
| 30D | -26.4% | -15.8% | -10.6% | -19.7% |
| 3M | -27.6% | -15.4% | -12.3% | -21.5% |
| 6M | -27.7% | -5.4% | -22.3% | -27.5% |
| YTD | -12.5% | +26.5% | -38.9% | -28.6% |
| 1Y | -12.6% | +25.9% | -38.5% | -28.5% |
| 3Y | +235.9% | +97.5% | +138.4% | +109.0% |
| All | +235.9% | +96.6% | +139.3% | +109.0% |
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