+123.8%
STX vs CSCO
+42.8%
+81.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.6% | -8.8% | -8.4% |
| 7D | -20.2% | -6.1% | -14.1% | -17.8% |
| 30D | -37.2% | -8.2% | -29.0% | -34.8% |
| 3M | -34.1% | -14.6% | -19.5% | -29.6% |
| 6M | -24.5% | +12.7% | -37.2% | -27.0% |
| YTD | +102.9% | +37.0% | +65.9% | +73.7% |
| 1Y | +123.8% | +45.9% | +77.9% | +94.9% |
| All | +123.8% | +42.8% | +81.0% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling