+859.0%
CSCO vs ACN
+1,705.6%
-846.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +2.0% |
| 7D | -0.7% | -1.5% | +0.9% | -0.1% |
| 30D | -10.1% | +9.4% | -19.5% | -14.0% |
| 3M | -15.7% | +5.6% | -21.3% | -20.2% |
| 6M | +36.3% | -9.3% | +45.5% | +36.7% |
| YTD | +43.8% | -29.0% | +72.8% | +60.1% |
| 1Y | +63.9% | -24.7% | +88.6% | +76.3% |
| 3Y | +104.4% | -39.8% | +144.2% | +138.4% |
| 5Y | +111.4% | -40.9% | +152.3% | +143.6% |
| 10Y | +361.7% | +91.1% | +270.6% | +198.2% |
| All | +859.0% | +1,705.6% | -846.6% | +71.5% |
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