+104.7%
CSCO vs EL
+1.5%
+103.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.8% |
| 7D | -2.9% | +8.0% | -10.9% | -3.6% |
| 30D | -16.7% | +15.4% | -32.1% | -17.8% |
| 3M | -18.4% | +28.5% | -47.0% | -20.5% |
| 6M | +2.9% | +32.2% | -29.3% | -0.2% |
| YTD | +30.4% | +9.2% | +21.3% | +28.1% |
| 1Y | +41.4% | +30.8% | +10.6% | +35.1% |
| 3Y | +104.7% | +3.7% | +101.0% | +81.7% |
| All | +104.7% | +1.5% | +103.1% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling