+46.5%
TSLA vs CSCO
+114.4%
-67.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.7% |
| 30D | +12.0% | -10.1% | +22.1% | +18.5% |
| 3M | -10.0% | -11.7% | +1.8% | -3.8% |
| 6M | -7.2% | +40.1% | -47.3% | -27.9% |
| YTD | -18.1% | +43.8% | -61.9% | -38.4% |
| 1Y | +6.3% | +66.6% | -60.3% | -29.0% |
| 3Y | +48.2% | +108.5% | -60.4% | -16.0% |
| 5Y | +46.5% | +114.0% | -67.4% | -17.5% |
| All | +46.5% | +114.4% | -67.9% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling