+82.3%
VOO vs CSCO
+115.3%
-33.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | -1.4% | -10.7% | +9.3% | +2.6% |
| 3M | +3.7% | -8.7% | +12.5% | +6.7% |
| 6M | +13.0% | +44.9% | -31.9% | -5.4% |
| YTD | +12.4% | +44.1% | -31.7% | -6.6% |
| 1Y | +18.6% | +65.9% | -47.3% | -8.3% |
| 3Y | +78.1% | +109.0% | -31.0% | +22.3% |
| 5Y | +82.3% | +114.8% | -32.5% | +20.9% |
| All | +82.3% | +115.3% | -33.0% | +20.9% |
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 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