+3.2%
CSCO vs ED
+10.4%
-7.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -3.0% |
| 7D | -10.2% | +1.6% | -11.8% | -9.5% |
| 30D | -20.1% | +13.3% | -33.4% | -15.6% |
| 3M | -22.1% | +9.7% | -31.8% | -18.9% |
| 6M | +3.2% | +12.8% | -9.6% | +10.9% |
| All | +3.2% | +10.4% | -7.2% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling