+765.3%
CSCO vs ACN
+2,419.8%
-1,654.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | -4.7% | +1.6% | -6.2% | -5.4% |
| 30D | -17.1% | +24.6% | -41.7% | -25.5% |
| 3M | -19.6% | +46.2% | -65.8% | -33.9% |
| 6M | +2.4% | +46.2% | -43.8% | -18.5% |
| YTD | +29.8% | -0.9% | +30.7% | +21.8% |
| 1Y | +38.7% | +8.8% | +29.9% | +24.1% |
| 3Y | +101.3% | -14.3% | +115.6% | +96.4% |
| 5Y | +94.8% | -22.6% | +117.4% | +95.6% |
| 10Y | +324.2% | +153.7% | +170.5% | +136.8% |
| All | +765.3% | +2,419.8% | -1,654.5% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling