+8,652.1%
STX vs CSCO
+971.0%
+7,681.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | -28.5% | -10.2% | -18.3% | -23.1% |
| 30D | -42.9% | -20.1% | -22.9% | -33.9% |
| 3M | -45.9% | -22.1% | -23.9% | -37.4% |
| 6M | -41.3% | +3.2% | -44.5% | -43.1% |
| YTD | +67.9% | +24.1% | +43.9% | +44.3% |
| 1Y | +66.5% | +34.6% | +32.0% | +35.9% |
| 3Y | +588.0% | +90.0% | +498.0% | +347.6% |
| 5Y | +449.1% | +88.6% | +360.5% | +256.0% |
| 10Y | +1,982.8% | +316.5% | +1,666.3% | +708.8% |
| All | +8,652.1% | +971.0% | +7,681.1% | +1,728.8% |
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