+2,737.0%
TSLA vs CSCO
+372.9%
+2,364.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | 0.0% | +3.1% | +3.0% |
| 30D | +11.2% | -10.7% | +21.9% | +18.0% |
| 3M | -7.3% | -8.7% | +1.5% | -2.9% |
| 6M | -7.7% | +44.9% | -52.7% | -28.5% |
| YTD | -18.2% | +44.1% | -62.3% | -37.0% |
| 1Y | +6.0% | +65.9% | -59.9% | -26.0% |
| 3Y | +48.0% | +109.0% | -61.0% | -10.7% |
| 5Y | +46.2% | +114.8% | -68.6% | -14.4% |
| 10Y | +2,737.0% | +377.3% | +2,359.7% | +989.6% |
| All | +2,737.0% | +372.9% | +2,364.1% | +989.6% |
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