+38.7%
CSCO vs EL
+30.6%
+8.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.7% | +7.6% | -12.3% | -4.6% |
| 30D | -17.1% | +15.7% | -32.8% | -16.9% |
| 3M | -19.6% | +30.5% | -50.1% | -19.1% |
| 6M | +2.4% | +32.5% | -30.1% | +3.0% |
| YTD | +29.8% | +9.4% | +20.3% | +28.9% |
| 1Y | +38.7% | +28.4% | +10.3% | +41.2% |
| All | +38.7% | +30.6% | +8.1% | +41.2% |
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