+190,098.4%
CSCO vs EIX
+1,183.0%
+188,915.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -10.2% | +1.0% | -11.2% | -10.4% |
| 30D | -20.1% | +9.1% | -29.2% | -21.5% |
| 3M | -22.1% | -10.2% | -11.8% | -21.3% |
| 6M | +3.2% | -11.2% | +14.4% | +4.1% |
| YTD | +24.1% | +4.5% | +19.6% | +20.3% |
| 1Y | +34.6% | +10.9% | +23.7% | +28.7% |
| 3Y | +90.0% | +8.4% | +81.6% | +79.7% |
| 5Y | +88.6% | +18.0% | +70.6% | +73.8% |
| 10Y | +316.5% | +30.3% | +286.2% | +263.6% |
| All | +190,098.4% | +1,183.0% | +188,915.4% | +83,858.9% |
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