+75.0%
SPY vs CSCO
+91.1%
-16.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -2.7% | -10.2% | +7.5% | +0.3% |
| 30D | -5.4% | -20.1% | +14.7% | +0.7% |
| 3M | -4.1% | -22.1% | +18.0% | +2.5% |
| 6M | +0.7% | +3.2% | -2.5% | -2.9% |
| YTD | +8.7% | +24.1% | -15.4% | -3.4% |
| 1Y | +10.9% | +34.6% | -23.7% | -5.2% |
| 3Y | +75.0% | +90.0% | -15.0% | +28.3% |
| All | +75.0% | +91.1% | -16.1% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling