+114.0%
CSCO vs EEM
+45.8%
+68.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.5% | +3.1% | -3.6% | -2.0% |
| 30D | -10.1% | +4.9% | -15.0% | -12.2% |
| 3M | -11.7% | +5.2% | -17.0% | -14.2% |
| 6M | +40.1% | +20.7% | +19.4% | +26.7% |
| YTD | +43.8% | +26.5% | +17.3% | +27.0% |
| 1Y | +66.6% | +37.8% | +28.8% | +40.7% |
| 3Y | +108.5% | +91.0% | +17.5% | +48.8% |
| 5Y | +114.0% | +47.0% | +66.9% | +69.6% |
| All | +114.0% | +45.8% | +68.2% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling