+220,352.3%
CSCO vs ECL
+14,713.9%
+205,638.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -2.6% | +1.9% | +0.5% |
| 30D | -10.1% | -2.2% | -8.0% | -9.3% |
| 3M | -15.7% | +10.1% | -25.8% | -19.8% |
| 6M | +36.3% | -5.7% | +42.0% | +38.7% |
| YTD | +43.8% | +7.0% | +36.9% | +37.9% |
| 1Y | +63.9% | +2.7% | +61.3% | +59.5% |
| 3Y | +104.4% | +57.7% | +46.6% | +60.6% |
| 5Y | +111.4% | +31.1% | +80.2% | +76.7% |
| 10Y | +361.7% | +150.9% | +210.8% | +179.8% |
| All | +220,352.3% | +14,713.9% | +205,638.4% | +32,097.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling