+108.1%
CSCO vs ACN
-39.1%
+147.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.0% |
| 7D | -0.7% | -1.5% | +0.9% | -0.5% |
| 30D | -10.1% | +9.4% | -19.5% | -11.2% |
| 3M | -15.7% | +5.6% | -21.3% | -15.7% |
| 6M | +36.3% | -9.3% | +45.5% | +40.1% |
| YTD | +43.8% | -29.0% | +72.8% | +56.7% |
| 1Y | +63.9% | -24.7% | +88.6% | +75.0% |
| All | +108.1% | -39.1% | +147.2% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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