+3,094.0%
SPY vs CSCO
+13,795.4%
-10,701.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | -10.1% | +10.2% | +3.0% |
| 3M | +2.0% | -15.7% | +17.7% | +6.7% |
| 6M | +13.0% | +36.3% | -23.3% | +2.1% |
| YTD | +13.5% | +43.8% | -30.3% | +0.5% |
| 1Y | +20.0% | +63.9% | -44.0% | +2.0% |
| 3Y | +77.2% | +104.4% | -27.2% | +40.6% |
| 5Y | +81.9% | +111.4% | -29.5% | +42.1% |
| 10Y | +314.1% | +361.7% | -47.6% | +157.9% |
| All | +3,094.0% | +13,795.4% | -10,701.3% | +973.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling