+321.6%
SPY vs CSCO
+371.8%
-50.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.5% | -0.5% | +1.1% | +0.8% |
| 30D | -0.9% | -10.1% | +9.2% | +3.6% |
| 3M | +3.9% | -11.7% | +15.6% | +9.1% |
| 6M | +14.5% | +40.1% | -25.6% | -4.9% |
| YTD | +12.9% | +43.8% | -30.9% | -8.3% |
| 1Y | +19.4% | +66.6% | -47.3% | -10.4% |
| 3Y | +78.5% | +108.5% | -30.1% | +18.0% |
| 5Y | +81.8% | +114.0% | -32.2% | +16.4% |
| All | +321.6% | +371.8% | -50.2% | +82.2% |
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