+199,826.1%
CSCO vs EIX
+1,199.6%
+198,626.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.8% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | -16.7% | +8.8% | -25.4% | -18.1% |
| 3M | -18.4% | -10.9% | -7.5% | -17.5% |
| 6M | +2.9% | -10.3% | +13.2% | +3.6% |
| YTD | +30.4% | +5.8% | +24.6% | +26.2% |
| 1Y | +41.4% | +11.4% | +30.0% | +35.1% |
| 3Y | +104.7% | +11.1% | +93.6% | +92.6% |
| 5Y | +96.9% | +18.5% | +78.5% | +81.4% |
| 10Y | +321.5% | +32.2% | +289.2% | +266.8% |
| All | +199,826.1% | +1,199.6% | +198,626.5% | +87,922.2% |
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