+40.8%
TSLA vs CSCO
+107.5%
-66.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.5% | -6.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.9% |
| 30D | +10.1% | -10.1% | +20.2% | +15.7% |
| 3M | -15.4% | -15.7% | +0.3% | -8.0% |
| 6M | -12.8% | +36.3% | -49.0% | -29.8% |
| YTD | -21.3% | +43.8% | -65.1% | -39.9% |
| 1Y | +4.6% | +63.9% | -59.3% | -29.0% |
| All | +40.8% | +107.5% | -66.7% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling