+476.2%
STX vs CSCO
+92.6%
+383.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.2% | +3.2% | +0.9% |
| 7D | +14.6% | +1.9% | +12.7% | +13.5% |
| 30D | -26.0% | -15.8% | -10.1% | -17.0% |
| 3M | -42.6% | -15.4% | -27.2% | -36.4% |
| 6M | -35.3% | -5.4% | -29.9% | -33.5% |
| YTD | +92.5% | +26.5% | +66.0% | +62.5% |
| 1Y | +102.4% | +25.9% | +76.5% | +71.8% |
| 3Y | +673.8% | +97.5% | +576.3% | +378.5% |
| All | +476.2% | +92.6% | +383.5% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling