+324.2%
CSCO vs EL
+60.9%
+263.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.7% | +7.6% | -12.3% | -6.3% |
| 30D | -17.1% | +15.7% | -32.8% | -20.0% |
| 3M | -19.6% | +30.5% | -50.1% | -25.1% |
| 6M | +2.4% | +32.5% | -30.1% | -5.5% |
| YTD | +29.8% | +9.4% | +20.3% | +23.3% |
| 1Y | +38.7% | +28.4% | +10.3% | +25.7% |
| 3Y | +101.3% | +4.4% | +96.9% | +80.9% |
| 5Y | +94.8% | -64.5% | +159.3% | +155.7% |
| 10Y | +324.2% | +64.9% | +259.3% | +224.6% |
| All | +324.2% | +60.9% | +263.3% | +224.6% |
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