+23.0%
QQQ vs CSCO
+67.5%
-44.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | -0.2% |
| 7D | -0.6% | +2.7% | -3.3% | -1.2% |
| 30D | -1.2% | -9.5% | +8.3% | +0.9% |
| 3M | -0.2% | -7.6% | +7.4% | +1.2% |
| 6M | +17.9% | +44.9% | -27.0% | +7.1% |
| YTD | +16.6% | +47.7% | -31.0% | +4.5% |
| 1Y | +23.0% | +69.1% | -46.1% | +7.5% |
| All | +23.0% | +67.5% | -44.6% | +7.5% |
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