+156.1%
SOXL vs CSCO
+110.3%
+45.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.2% | -4.2% |
| 7D | +8.5% | -1.1% | +9.5% | +11.3% |
| 30D | -13.0% | -10.8% | -2.2% | +9.1% |
| 3M | -35.9% | -9.2% | -26.7% | -18.1% |
| 6M | +112.1% | +39.5% | +72.5% | +4.1% |
| YTD | +175.4% | +41.5% | +133.9% | +24.2% |
| 1Y | +304.9% | +61.0% | +243.9% | +36.0% |
| 3Y | +448.6% | +105.2% | +343.4% | +23.6% |
| 5Y | +156.1% | +113.4% | +42.7% | -36.5% |
| All | +156.1% | +110.3% | +45.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling