+65.9%
CSCO vs EL
+12.1%
+53.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | 0.0% | -2.4% | +2.3% | 0.0% |
| 30D | -10.7% | +13.7% | -24.4% | -10.7% |
| 3M | -8.7% | +14.5% | -23.2% | -8.7% |
| 6M | +44.9% | +7.4% | +37.5% | +44.9% |
| YTD | +44.1% | -4.7% | +48.8% | +42.7% |
| 1Y | +65.9% | +12.9% | +52.9% | +62.6% |
| All | +65.9% | +12.1% | +53.8% | +62.6% |
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 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