+199,826.1%
CSCO vs ED
+2,676.5%
+197,149.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.3% | +5.2% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -16.7% | +11.6% | -28.3% | -19.9% |
| 3M | -18.4% | +10.5% | -29.0% | -21.4% |
| 6M | +2.9% | +13.2% | -10.3% | -1.9% |
| YTD | +30.4% | +22.1% | +8.3% | +20.6% |
| 1Y | +41.4% | +24.2% | +17.2% | +29.8% |
| 3Y | +104.7% | +46.9% | +57.7% | +73.9% |
| 5Y | +96.9% | +80.8% | +16.1% | +54.1% |
| 10Y | +321.5% | +134.3% | +187.2% | +192.2% |
| All | +199,826.1% | +2,676.5% | +197,149.6% | +44,778.8% |
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