+366.8%
CSCO vs ECL
+153.2%
+213.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.5% | -0.8% | +0.2% | -0.2% |
| 30D | -10.1% | -2.5% | -7.6% | -9.1% |
| 3M | -11.7% | +8.3% | -20.1% | -15.5% |
| 6M | +40.1% | -1.1% | +41.2% | +39.5% |
| YTD | +43.8% | +6.5% | +37.3% | +37.8% |
| 1Y | +66.6% | +2.1% | +64.5% | +62.4% |
| 3Y | +108.5% | +57.6% | +50.9% | +59.9% |
| 5Y | +114.0% | +28.1% | +85.9% | +79.8% |
| 10Y | +366.8% | +153.2% | +213.6% | +148.8% |
| All | +366.8% | +153.2% | +213.6% | +148.8% |
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