+32.7%
ORCL vs CSCO
+104.4%
-71.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.8% |
| 7D | +5.3% | -0.7% | +5.9% | +5.6% |
| 30D | +10.0% | -10.1% | +20.1% | +15.7% |
| 3M | -32.6% | -15.7% | -16.9% | -26.8% |
| 6M | +4.9% | +36.3% | -31.3% | -12.8% |
| YTD | -17.8% | +43.8% | -61.6% | -34.9% |
| 1Y | -28.0% | +63.9% | -91.9% | -47.9% |
| All | +32.7% | +104.4% | -71.7% | -12.1% |
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