+12.3%
QQQ vs CSCO
+42.8%
-30.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -4.6% | -6.1% | +1.4% | -3.2% |
| 30D | -8.5% | -8.2% | -0.3% | -6.6% |
| 3M | -4.3% | -14.6% | +10.3% | -1.0% |
| 6M | +3.1% | +12.7% | -9.7% | 0.0% |
| YTD | +13.0% | +37.0% | -24.0% | +3.3% |
| 1Y | +12.3% | +45.9% | -33.7% | +1.6% |
| All | +12.3% | +42.8% | -30.5% | +1.6% |
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