+552.9%
QQQ vs CSCO
+372.3%
+180.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.1% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | -1.4% | -10.8% | +9.4% | +4.3% |
| 3M | +2.3% | -9.2% | +11.5% | +6.8% |
| 6M | +16.9% | +39.5% | -22.7% | -5.2% |
| YTD | +15.6% | +41.5% | -25.9% | -7.9% |
| 1Y | +22.6% | +61.0% | -38.3% | -9.8% |
| 3Y | +93.5% | +105.2% | -11.7% | +22.2% |
| 5Y | +93.9% | +113.4% | -19.5% | +17.7% |
| All | +552.9% | +372.3% | +180.5% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling