+98.3%
CSCO vs EEM
+31.9%
+66.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.9% |
| 3M | -19.6% | -7.1% | -12.6% | -16.6% |
| 6M | +2.4% | -10.4% | +12.8% | +7.7% |
| YTD | +29.8% | +11.3% | +18.5% | +22.0% |
| 1Y | +38.7% | +11.3% | +27.4% | +30.4% |
| 3Y | +101.3% | +69.6% | +31.7% | +51.8% |
| All | +98.3% | +31.9% | +66.4% | +73.0% |
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