+25.6%
QQQ vs CSCO
+63.7%
-38.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | +0.2% | -10.1% | +10.4% | +2.5% |
| 3M | -2.8% | -15.7% | +12.9% | +0.5% |
| 6M | +18.0% | +36.3% | -18.3% | +8.9% |
| YTD | +17.3% | +43.8% | -26.5% | +6.0% |
| 1Y | +25.6% | +63.9% | -38.3% | +11.5% |
| All | +25.6% | +63.7% | -38.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling