+42.7%
ORCL vs CSCO
+92.6%
-50.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.9% | +2.0% |
| 7D | +8.0% | +1.9% | +6.1% | +6.8% |
| 30D | -4.0% | -15.8% | +11.9% | +5.2% |
| 3M | -19.5% | -15.4% | -4.1% | -12.0% |
| 6M | -33.5% | -5.4% | -28.1% | -32.2% |
| YTD | -34.8% | +26.5% | -61.3% | -44.4% |
| 1Y | -41.6% | +25.9% | -67.5% | -49.9% |
| 3Y | +13.8% | +97.5% | -83.8% | -25.1% |
| All | +42.7% | +92.6% | -50.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling