+80.0%
TSLA vs CSCO
+104.2%
-24.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +2.9% |
| 7D | -6.4% | -2.9% | -3.5% | -4.7% |
| 30D | -1.2% | -16.7% | +15.5% | +8.4% |
| 3M | +15.1% | -18.4% | +33.5% | +26.7% |
| 6M | -11.7% | +2.9% | -14.7% | -15.3% |
| YTD | -15.9% | +30.4% | -46.4% | -31.9% |
| 1Y | -12.0% | +41.4% | -53.4% | -33.4% |
| 3Y | +80.0% | +104.7% | -24.6% | +6.1% |
| All | +80.0% | +104.2% | -24.1% | +6.1% |
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