+81.8%
SPY vs CSCO
+114.4%
-32.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.5% | -0.5% | +1.1% | +0.7% |
| 30D | -0.9% | -10.1% | +9.2% | +2.8% |
| 3M | +3.9% | -11.7% | +15.6% | +8.3% |
| 6M | +14.5% | +40.1% | -25.6% | -3.0% |
| YTD | +12.9% | +43.8% | -30.9% | -6.4% |
| 1Y | +19.4% | +66.6% | -47.3% | -8.3% |
| 3Y | +78.5% | +108.5% | -30.1% | +22.0% |
| 5Y | +81.8% | +114.0% | -32.2% | +20.7% |
| All | +81.8% | +114.4% | -32.7% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling