+220,352.3%
CSCO vs EIX
+1,106.9%
+219,245.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.7% | -19.1% | +18.4% | +2.9% |
| 30D | -10.1% | -16.9% | +6.8% | -7.6% |
| 3M | -15.7% | -20.0% | +4.3% | -12.9% |
| 6M | +36.3% | -21.3% | +57.6% | +41.2% |
| YTD | +43.8% | -1.7% | +45.5% | +41.5% |
| 1Y | +63.9% | +9.6% | +54.4% | +57.1% |
| 3Y | +104.4% | -3.7% | +108.0% | +98.4% |
| 5Y | +111.4% | +22.6% | +88.7% | +93.2% |
| 10Y | +361.7% | +17.7% | +344.0% | +312.0% |
| All | +220,352.3% | +1,106.9% | +219,245.4% | +98,601.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling