+193,725.9%
CSCO vs DE
+13,236.4%
+180,489.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.5% | -6.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -15.8% | +3.6% | -19.4% | -16.9% |
| 3M | -15.4% | +10.2% | -25.6% | -18.8% |
| 6M | -5.4% | +16.6% | -22.0% | -11.4% |
| YTD | +26.5% | +45.8% | -19.4% | +8.3% |
| 1Y | +25.9% | +43.9% | -18.0% | +8.1% |
| 3Y | +97.5% | +89.6% | +7.9% | +50.8% |
| 5Y | +93.0% | +100.3% | -7.3% | +39.6% |
| 10Y | +308.6% | +760.8% | -452.2% | +64.5% |
| All | +193,725.9% | +13,236.4% | +180,489.5% | +23,475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling