+377.3%
CSCO vs EL
+28.8%
+348.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | 0.0% | -2.4% | +2.3% | +0.5% |
| 30D | -10.7% | +13.7% | -24.4% | -13.8% |
| 3M | -8.7% | +14.5% | -23.2% | -12.2% |
| 6M | +44.9% | +7.4% | +37.5% | +40.1% |
| YTD | +44.1% | -4.7% | +48.8% | +41.8% |
| 1Y | +65.9% | +12.9% | +52.9% | +54.6% |
| 3Y | +109.0% | -32.2% | +141.2% | +114.3% |
| 5Y | +114.8% | -68.4% | +183.1% | +187.9% |
| 10Y | +377.3% | +28.3% | +349.1% | +279.5% |
| All | +377.3% | +28.8% | +348.5% | +279.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling