+1,481.8%
QQQ vs CSCO
+475.9%
+1,005.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +2.2% |
| 7D | +3.6% | +1.9% | +1.7% | +2.4% |
| 30D | -6.7% | -15.8% | +9.1% | +2.1% |
| 3M | -7.0% | -15.4% | +8.4% | +1.1% |
| 6M | -4.7% | -5.4% | +0.7% | -4.1% |
| YTD | +11.1% | +26.5% | -15.4% | -5.8% |
| 1Y | +12.3% | +25.9% | -13.6% | -4.6% |
| 3Y | +83.3% | +97.5% | -14.2% | +19.9% |
| 5Y | +77.5% | +93.0% | -15.5% | +16.3% |
| 10Y | +528.3% | +308.6% | +219.7% | +163.3% |
| All | +1,481.8% | +475.9% | +1,005.9% | +258.6% |
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 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