+1,019.5%
STX vs CSCO
+112.0%
+907.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.0% |
| 7D | +2.4% | -0.7% | +3.0% | +2.8% |
| 30D | +1.4% | -10.1% | +11.5% | +7.7% |
| 3M | -8.2% | -15.7% | +7.5% | +1.8% |
| 6M | +127.0% | +36.3% | +90.8% | +86.4% |
| YTD | +209.1% | +43.8% | +165.3% | +141.8% |
| 1Y | +365.4% | +63.9% | +301.5% | +231.7% |
| 3Y | +1,135.4% | +104.4% | +1,031.0% | +659.9% |
| All | +1,019.5% | +112.0% | +907.5% | +562.1% |
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 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