+304.8%
SPY vs CSCO
+318.7%
-13.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -0.6% | -4.7% | +4.1% | +1.5% |
| 30D | -3.7% | -17.1% | +13.4% | +4.5% |
| 3M | -2.7% | -19.6% | +16.9% | +6.4% |
| 6M | +2.2% | +2.4% | -0.2% | -1.7% |
| YTD | +10.8% | +29.8% | -18.9% | -6.2% |
| 1Y | +11.2% | +38.7% | -27.4% | -9.2% |
| 3Y | +76.5% | +101.3% | -24.9% | +17.5% |
| 5Y | +72.9% | +94.8% | -21.9% | +15.0% |
| 10Y | +304.8% | +324.2% | -19.4% | +90.4% |
| All | +304.8% | +318.7% | -13.9% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling