+450,068.2%
NVDA vs CSCO
+520.1%
+449,548.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.1% |
| 7D | -18.3% | -4.7% | -13.6% | -15.6% |
| 30D | -26.3% | -17.1% | -9.2% | -15.7% |
| 3M | -22.3% | -19.6% | -2.7% | -9.9% |
| 6M | -21.3% | +2.4% | -23.8% | -25.2% |
| YTD | -9.2% | +29.8% | -39.0% | -29.2% |
| 1Y | -14.9% | +38.7% | -53.6% | -37.0% |
| 3Y | +250.5% | +101.3% | +149.1% | +95.7% |
| 5Y | +475.8% | +94.8% | +381.0% | +232.9% |
| 10Y | +10,058.2% | +324.2% | +9,734.0% | +3,223.1% |
| All | +450,068.2% | +520.1% | +449,548.1% | +133,342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling