-14.7%
TSLA vs CSCO
+39.3%
-54.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.7% | -4.7% | 0.0% | -3.1% |
| 30D | -0.8% | -17.1% | +16.3% | +4.5% |
| 3M | +14.8% | -19.6% | +34.4% | +21.3% |
| 6M | -11.3% | +2.4% | -13.8% | -10.2% |
| YTD | -15.6% | +29.8% | -45.3% | -16.7% |
| 1Y | -14.7% | +38.7% | -53.4% | -12.9% |
| All | -14.7% | +39.3% | -54.0% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling