+3,676.0%
STX vs CSCO
+363.1%
+3,312.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | -0.5% | +11.3% | +11.1% |
| 30D | +11.3% | -10.1% | +21.4% | +18.5% |
| 3M | +3.2% | -11.7% | +15.0% | +11.9% |
| 6M | +157.0% | +40.1% | +116.9% | +105.1% |
| YTD | +229.2% | +43.8% | +185.4% | +155.2% |
| 1Y | +381.8% | +66.6% | +315.2% | +236.6% |
| 3Y | +1,383.2% | +108.5% | +1,274.7% | +783.9% |
| 5Y | +1,144.9% | +114.0% | +1,030.9% | +619.4% |
| 10Y | +3,676.0% | +366.8% | +3,309.2% | +1,128.9% |
| All | +3,676.0% | +363.1% | +3,312.9% | +1,128.9% |
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 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