+4,727.7%
SNDK vs CSCO
+70.7%
+4,657.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +13.1% | -0.5% | +13.6% | +13.6% |
| 30D | +43.4% | -10.1% | +53.5% | +53.1% |
| 3M | +5.8% | -11.7% | +17.6% | +15.5% |
| 6M | +229.6% | +40.1% | +189.5% | +143.2% |
| YTD | +632.2% | +43.8% | +588.4% | +402.2% |
| 1Y | +2,365.4% | +66.6% | +2,298.8% | +1,290.6% |
| All | +4,727.7% | +70.7% | +4,657.0% | +2,457.8% |
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