+2,502.1%
SOXX vs CSCO
+827.9%
+1,674.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.5% |
| 7D | +3.0% | -1.1% | +4.1% | +3.8% |
| 30D | -3.1% | -10.8% | +7.6% | +4.1% |
| 3M | -4.4% | -9.2% | +4.8% | +1.8% |
| 6M | +52.9% | +39.5% | +13.3% | +21.1% |
| YTD | +72.0% | +41.5% | +30.5% | +33.6% |
| 1Y | +105.1% | +61.0% | +44.1% | +46.0% |
| 3Y | +220.6% | +105.2% | +115.4% | +93.7% |
| 5Y | +244.8% | +113.4% | +131.4% | +102.2% |
| 10Y | +1,537.1% | +368.7% | +1,168.5% | +461.8% |
| All | +2,502.1% | +827.9% | +1,674.2% | +368.3% |
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