+114.0%
CSCO vs ACN
-40.5%
+154.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.4% |
| 7D | -0.7% | -1.5% | +0.9% | -0.3% |
| 30D | -10.1% | +9.4% | -19.5% | -12.3% |
| 3M | -15.7% | +5.6% | -21.3% | -17.2% |
| 6M | +36.3% | -9.3% | +45.5% | +39.6% |
| YTD | +43.8% | -29.0% | +72.8% | +59.9% |
| 1Y | +63.9% | -24.7% | +88.6% | +77.2% |
| 3Y | +104.4% | -39.8% | +144.2% | +135.5% |
| All | +114.0% | -40.5% | +154.5% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling