+220,352.3%
CSCO vs EFX
+6,567.0%
+213,785.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +2.8% |
| 7D | -0.7% | -8.6% | +8.0% | +2.4% |
| 30D | -10.1% | +0.1% | -10.2% | -10.6% |
| 3M | -15.7% | +3.8% | -19.5% | -18.2% |
| 6M | +36.3% | -13.5% | +49.8% | +40.1% |
| YTD | +43.8% | -17.7% | +61.5% | +49.3% |
| 1Y | +63.9% | -25.6% | +89.5% | +75.5% |
| 3Y | +104.4% | -12.1% | +116.4% | +97.4% |
| 5Y | +111.4% | -33.8% | +145.2% | +120.2% |
| 10Y | +361.7% | +45.1% | +316.5% | +232.3% |
| All | +220,352.3% | +6,567.0% | +213,785.3% | +40,513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling