+3,732.1%
CSCO vs EL
+1,685.7%
+2,046.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.3% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -10.1% | +19.8% | -30.0% | -15.2% |
| 3M | -15.7% | +25.7% | -41.4% | -21.7% |
| 6M | +36.3% | +5.4% | +30.8% | +31.4% |
| YTD | +43.8% | +0.2% | +43.6% | +38.8% |
| 1Y | +63.9% | +20.4% | +43.5% | +48.4% |
| 3Y | +104.4% | -32.1% | +136.5% | +106.0% |
| 5Y | +111.4% | -67.2% | +178.5% | +162.8% |
| 10Y | +361.7% | +31.7% | +329.9% | +252.3% |
| All | +3,732.1% | +1,685.7% | +2,046.4% | +1,082.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling