+308.5%
CSCO vs ACWI
+224.5%
+84.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.0% |
| 7D | +1.9% | +2.4% | -0.5% | -0.4% |
| 30D | -15.8% | -1.7% | -14.2% | -14.2% |
| 3M | -15.4% | -3.9% | -11.5% | -11.7% |
| 6M | -5.4% | +0.8% | -6.2% | -5.7% |
| YTD | +26.5% | +11.0% | +15.4% | +14.5% |
| 1Y | +25.9% | +13.1% | +12.8% | +12.0% |
| 3Y | +97.5% | +73.9% | +23.7% | +14.1% |
| 5Y | +93.0% | +59.0% | +34.0% | +21.5% |
| All | +308.5% | +224.5% | +84.0% | +25.8% |
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