+319.7%
SPY vs CSCO
+372.9%
-53.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | -1.4% | -10.7% | +9.3% | +3.5% |
| 3M | +3.7% | -8.7% | +12.4% | +7.3% |
| 6M | +13.0% | +44.9% | -31.9% | -7.7% |
| YTD | +12.4% | +44.1% | -31.7% | -8.8% |
| 1Y | +18.5% | +65.9% | -47.3% | -10.8% |
| 3Y | +77.6% | +109.0% | -31.4% | +17.4% |
| 5Y | +81.7% | +114.8% | -33.1% | +16.2% |
| 10Y | +319.7% | +377.3% | -57.7% | +81.1% |
| All | +319.7% | +372.9% | -53.2% | +81.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling