+220,352.2%
CSCO vs DE
+13,599.5%
+206,752.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +10.0% | -10.7% | -4.1% |
| 30D | -10.1% | +13.3% | -23.4% | -14.3% |
| 3M | -15.7% | +17.5% | -33.2% | -20.8% |
| 6M | +36.3% | +13.6% | +22.7% | +28.9% |
| YTD | +43.8% | +49.8% | -6.0% | +22.4% |
| 1Y | +63.9% | +47.9% | +16.1% | +39.6% |
| 3Y | +104.4% | +72.5% | +31.8% | +61.8% |
| 5Y | +111.4% | +90.2% | +21.1% | +55.8% |
| 10Y | +361.7% | +865.4% | -503.7% | +78.8% |
| All | +220,352.2% | +13,599.5% | +206,752.7% | +26,537.1% |
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