+102.7%
CSCO vs EEM
+70.2%
+32.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.1% |
| 7D | -4.7% | -0.9% | -3.8% | -4.1% |
| 30D | -17.1% | -9.3% | -7.8% | -12.8% |
| 3M | -19.6% | -7.1% | -12.6% | -16.5% |
| 6M | +2.4% | -10.4% | +12.8% | +7.9% |
| YTD | +29.8% | +11.3% | +18.5% | +21.5% |
| 1Y | +38.7% | +11.3% | +27.4% | +29.7% |
| All | +102.7% | +70.2% | +32.5% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling