+321.5%
CSCO vs ECL
+205.6%
+115.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.6% |
| 30D | -16.7% | +8.8% | -25.5% | -19.9% |
| 3M | -18.4% | +7.8% | -26.3% | -21.4% |
| 6M | +2.9% | +21.3% | -18.4% | -6.8% |
| YTD | +30.4% | +17.8% | +12.6% | +19.2% |
| 1Y | +41.4% | +21.1% | +20.3% | +27.2% |
| 3Y | +104.7% | +80.1% | +24.6% | +47.4% |
| 5Y | +96.9% | +40.5% | +56.5% | +58.9% |
| 10Y | +321.5% | +197.7% | +123.7% | +114.7% |
| All | +321.5% | +205.6% | +115.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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