+2,038.9%
STX vs CSCO
+334.9%
+1,704.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.0% |
| 7D | +16.8% | +6.6% | +10.3% | +12.4% |
| 30D | -27.0% | -11.3% | -15.7% | -20.4% |
| 3M | -37.9% | -17.3% | -20.5% | -30.2% |
| 6M | -32.5% | +3.5% | -36.0% | -34.6% |
| YTD | +98.6% | +34.9% | +63.7% | +60.4% |
| 1Y | +93.6% | +40.5% | +53.1% | +52.1% |
| 3Y | +699.1% | +109.3% | +589.8% | +374.8% |
| 5Y | +481.0% | +105.9% | +375.1% | +244.8% |
| All | +2,038.9% | +334.9% | +1,704.1% | +659.8% |
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