+359.9%
CSCO vs DE
+867.0%
-507.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | -10.8% | +9.7% | -20.5% | -13.8% |
| 3M | -9.2% | +21.4% | -30.6% | -15.6% |
| 6M | +39.5% | +15.0% | +24.5% | +31.6% |
| YTD | +41.5% | +46.4% | -4.9% | +21.5% |
| 1Y | +61.0% | +45.6% | +15.3% | +38.0% |
| 3Y | +105.2% | +76.8% | +28.4% | +60.6% |
| 5Y | +113.4% | +99.4% | +14.0% | +52.9% |
| All | +359.9% | +867.0% | -507.2% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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