+1,570.9%
QQQ vs CSCO
+555.1%
+1,015.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | +0.4% | -0.7% | +1.0% | +0.7% |
| 30D | +0.2% | -10.1% | +10.4% | +5.7% |
| 3M | -2.8% | -15.7% | +12.9% | +5.8% |
| 6M | +18.0% | +36.3% | -18.3% | -2.5% |
| YTD | +17.3% | +43.8% | -26.5% | -6.7% |
| 1Y | +25.6% | +63.9% | -38.3% | -7.4% |
| 3Y | +93.7% | +104.4% | -10.6% | +25.2% |
| 5Y | +94.2% | +111.4% | -17.2% | +21.8% |
| 10Y | +557.9% | +361.7% | +196.2% | +159.5% |
| All | +1,570.9% | +555.1% | +1,015.9% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling