+104.7%
CSCO vs ACWI
+74.5%
+30.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +2.7% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -16.7% | -2.8% | -13.8% | -14.3% |
| 3M | -18.4% | -3.2% | -15.3% | -15.9% |
| 6M | +2.9% | +1.3% | +1.7% | +2.3% |
| YTD | +30.4% | +11.2% | +19.2% | +19.7% |
| 1Y | +41.4% | +13.8% | +27.6% | +27.1% |
| 3Y | +104.7% | +76.2% | +28.5% | +20.9% |
| All | +104.7% | +74.5% | +30.1% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling