+114.0%
CSCO vs EFX
-35.1%
+149.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.5% |
| 7D | -0.5% | -7.8% | +7.3% | +0.8% |
| 30D | -10.1% | -5.7% | -4.4% | -9.4% |
| 3M | -11.7% | +2.5% | -14.3% | -12.9% |
| 6M | +40.1% | -16.7% | +56.8% | +44.2% |
| YTD | +43.8% | -20.2% | +64.0% | +48.9% |
| 1Y | +66.6% | -31.4% | +98.0% | +78.4% |
| 3Y | +108.5% | -10.5% | +119.0% | +101.8% |
| 5Y | +114.0% | -35.2% | +149.2% | +121.7% |
| All | +114.0% | -35.1% | +149.0% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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