+520.0%
CSCO vs ACWI
+330.1%
+189.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.8% | -4.0% |
| 7D | -11.9% | -4.0% | -7.8% | -8.2% |
| 30D | -18.8% | -5.8% | -13.0% | -13.9% |
| 3M | -21.2% | -5.0% | -16.2% | -17.1% |
| 6M | +1.9% | +0.7% | +1.2% | +1.5% |
| YTD | +26.1% | +8.4% | +17.6% | +17.0% |
| 1Y | +34.7% | +10.1% | +24.6% | +23.1% |
| 3Y | +94.0% | +70.8% | +23.3% | +16.2% |
| 5Y | +91.6% | +55.4% | +36.2% | +24.4% |
| 10Y | +323.2% | +223.3% | +99.9% | +37.7% |
| All | +520.0% | +330.1% | +189.9% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling