+324.2%
CSCO vs ACWI
+220.7%
+103.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -4.7% | -0.2% | -4.5% | -4.3% |
| 30D | -17.1% | -3.3% | -13.8% | -14.1% |
| 3M | -19.6% | -3.4% | -16.2% | -16.6% |
| 6M | +2.4% | +0.8% | +1.6% | +2.0% |
| YTD | +29.8% | +10.7% | +19.1% | +17.9% |
| 1Y | +38.7% | +11.6% | +27.1% | +24.9% |
| 3Y | +101.3% | +73.4% | +28.0% | +16.7% |
| 5Y | +94.8% | +60.2% | +34.7% | +21.7% |
| 10Y | +324.2% | +221.6% | +102.6% | +34.9% |
| All | +324.2% | +220.7% | +103.5% | +34.9% |
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