+113.3%
CSCO vs ED
+67.1%
+46.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -10.1% | -0.1% | -10.0% | -10.1% |
| 3M | -15.7% | +3.9% | -19.6% | -16.5% |
| 6M | +36.3% | -3.0% | +39.3% | +36.7% |
| YTD | +43.8% | +10.7% | +33.1% | +40.1% |
| 1Y | +63.9% | +13.3% | +50.6% | +58.6% |
| 3Y | +104.4% | +34.5% | +69.9% | +82.8% |
| All | +113.3% | +67.1% | +46.2% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling