+3,185.6%
TSLA vs CSCO
+334.9%
+2,850.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | +15.6% | +6.6% | +9.1% | +11.4% |
| 30D | +5.9% | -11.3% | +17.3% | +13.8% |
| 3M | +21.4% | -17.3% | +38.7% | +34.8% |
| 6M | -8.3% | +3.5% | -11.8% | -12.3% |
| YTD | -11.6% | +34.9% | -46.5% | -29.4% |
| 1Y | -7.7% | +40.5% | -48.2% | -28.5% |
| 3Y | +85.2% | +109.3% | -24.1% | +10.8% |
| 5Y | +15.4% | +105.9% | -90.5% | -30.8% |
| All | +3,185.6% | +334.9% | +2,850.8% | +1,256.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling