+198,812.8%
CSCO vs EIX
+1,200.9%
+197,611.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +1.0% | -5.7% | -4.9% |
| 30D | -17.1% | +8.9% | -26.0% | -18.6% |
| 3M | -19.6% | -9.8% | -9.8% | -18.9% |
| 6M | +2.4% | -10.2% | +12.6% | +3.1% |
| YTD | +29.8% | +5.9% | +23.8% | +25.5% |
| 1Y | +38.7% | +10.9% | +27.8% | +32.6% |
| 3Y | +101.3% | +10.2% | +91.1% | +89.8% |
| 5Y | +94.8% | +17.0% | +77.8% | +80.0% |
| 10Y | +324.2% | +35.1% | +289.1% | +267.6% |
| All | +198,812.8% | +1,200.9% | +197,611.9% | +87,457.4% |
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