+45.9%
CSCO vs EL
+25.6%
+20.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | +0.7% |
| 7D | -6.1% | +2.5% | -8.6% | -6.0% |
| 30D | -8.2% | +20.1% | -28.2% | -7.9% |
| 3M | -14.6% | +29.3% | -43.8% | -14.1% |
| 6M | +12.7% | +38.8% | -26.1% | +13.4% |
| YTD | +37.0% | +8.1% | +28.9% | +35.6% |
| 1Y | +45.9% | +22.3% | +23.6% | +44.4% |
| All | +45.9% | +25.6% | +20.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling