+34.6%
CSCO vs ECL
+17.6%
+16.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -10.2% | -0.8% | -9.4% | -10.0% |
| 30D | -20.1% | +8.1% | -28.2% | -19.7% |
| 3M | -22.1% | +6.4% | -28.4% | -21.8% |
| 6M | +3.2% | +14.8% | -11.6% | +3.2% |
| YTD | +24.1% | +15.5% | +8.6% | +26.8% |
| 1Y | +34.6% | +20.1% | +14.4% | +37.7% |
| All | +34.6% | +17.6% | +16.9% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling