+330.4%
CSCO vs ED
+143.4%
+187.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.8% | -0.9% | -1.8% | -2.5% |
| 30D | -12.6% | +11.2% | -23.8% | -15.4% |
| 3M | -16.0% | +11.8% | -27.8% | -18.8% |
| 6M | +2.8% | +14.1% | -11.2% | -1.6% |
| YTD | +33.2% | +23.0% | +10.3% | +24.0% |
| 1Y | +43.1% | +23.7% | +19.5% | +32.8% |
| 3Y | +106.7% | +47.7% | +59.0% | +76.4% |
| 5Y | +103.6% | +82.6% | +21.0% | +58.9% |
| All | +330.4% | +143.4% | +187.0% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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