+198,812.7%
CSCO vs ED
+2,697.4%
+196,115.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -4.7% | +2.1% | -6.8% | -5.4% |
| 30D | -17.1% | +12.4% | -29.5% | -20.5% |
| 3M | -19.6% | +13.1% | -32.7% | -23.1% |
| 6M | +2.4% | +14.1% | -11.7% | -2.7% |
| YTD | +29.8% | +23.1% | +6.7% | +19.7% |
| 1Y | +38.7% | +25.4% | +13.2% | +26.9% |
| 3Y | +101.3% | +47.9% | +53.5% | +70.7% |
| 5Y | +94.8% | +81.9% | +13.0% | +52.1% |
| 10Y | +324.2% | +141.3% | +183.0% | +191.1% |
| All | +198,812.7% | +2,697.4% | +196,115.4% | +44,439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling