+90.0%
CSCO vs EIX
+8.4%
+81.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | -10.2% | +1.0% | -11.2% | -10.2% |
| 30D | -20.1% | +9.1% | -29.2% | -20.4% |
| 3M | -22.1% | -10.2% | -11.8% | -21.9% |
| 6M | +3.2% | -11.2% | +14.4% | +3.1% |
| YTD | +24.1% | +4.5% | +19.6% | +20.7% |
| 1Y | +34.6% | +10.9% | +23.7% | +29.6% |
| 3Y | +90.0% | +8.4% | +81.6% | +79.6% |
| All | +90.0% | +8.4% | +81.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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