+381.8%
STX vs CSCO
+67.0%
+314.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | -0.5% | +11.3% | +11.0% |
| 30D | +11.3% | -10.1% | +21.4% | +16.2% |
| 3M | +3.2% | -11.7% | +15.0% | +8.0% |
| 6M | +157.0% | +40.1% | +116.9% | +134.1% |
| YTD | +229.2% | +43.8% | +185.4% | +190.5% |
| 1Y | +381.8% | +66.6% | +315.2% | +340.1% |
| All | +381.8% | +67.0% | +314.8% | +340.1% |
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