-5.3%
SOXX vs CSCO
-10.9%
+5.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +0.5% | -10.7% | +11.2% | +8.8% |
| 3M | -5.3% | -8.7% | +3.4% | +0.9% |
| All | -5.3% | -10.9% | +5.6% | +0.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling