+63.9%
CSCO vs EEM
+41.0%
+23.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -0.7% | +2.3% | -3.0% | -1.6% |
| 30D | -10.1% | +4.5% | -14.7% | -11.8% |
| 3M | -15.7% | -0.1% | -15.6% | -16.0% |
| 6M | +36.3% | +16.9% | +19.3% | +27.5% |
| YTD | +43.8% | +26.2% | +17.6% | +31.7% |
| 1Y | +63.9% | +40.5% | +23.4% | +50.2% |
| All | +63.9% | +41.0% | +23.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling