+9,423.5%
STX vs CSCO
+1,020.1%
+8,403.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -17.3% | -4.7% | -12.6% | -14.2% |
| 30D | -35.9% | -17.1% | -18.8% | -27.4% |
| 3M | -37.3% | -19.6% | -17.7% | -28.7% |
| 6M | -35.8% | +2.4% | -38.2% | -37.3% |
| YTD | +82.7% | +29.8% | +53.0% | +53.0% |
| 1Y | +71.6% | +38.7% | +33.0% | +37.6% |
| 3Y | +635.3% | +101.3% | +533.9% | +362.3% |
| 5Y | +483.8% | +94.8% | +388.9% | +271.5% |
| 10Y | +1,967.8% | +324.2% | +1,643.6% | +694.8% |
| All | +9,423.5% | +1,020.1% | +8,403.4% | +1,838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling