+396.3%
NVDA vs CSCO
+108.2%
+288.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +3.8% | -0.5% | +4.3% | +4.1% |
| 30D | +0.8% | -10.1% | +10.9% | +6.1% |
| 3M | +8.2% | -11.7% | +19.9% | +14.7% |
| 6M | +27.1% | +40.1% | -13.0% | +0.4% |
| YTD | +21.2% | +43.8% | -22.6% | -7.7% |
| 1Y | +34.3% | +66.6% | -32.3% | -9.3% |
| 3Y | +396.3% | +108.5% | +287.7% | +204.8% |
| All | +396.3% | +108.2% | +288.1% | +204.8% |
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