+362.3%
CSCO vs ACWI
+226.7%
+135.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +0.5% | -1.2% | -1.2% |
| 30D | -10.1% | +0.9% | -11.0% | -10.9% |
| 3M | -15.7% | +2.4% | -18.1% | -17.6% |
| 6M | +36.3% | +12.4% | +23.9% | +21.4% |
| YTD | +43.8% | +15.2% | +28.7% | +25.3% |
| 1Y | +63.9% | +22.7% | +41.2% | +34.0% |
| 3Y | +104.4% | +75.8% | +28.6% | +16.5% |
| 5Y | +111.4% | +67.7% | +43.6% | +25.6% |
| All | +362.3% | +226.7% | +135.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling