+114.8%
CSCO vs ELV
+14.8%
+100.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -10.7% | -0.2% | -10.5% | -10.7% |
| 3M | -8.7% | -6.1% | -2.6% | -8.1% |
| 6M | +44.9% | +42.8% | +2.1% | +36.9% |
| YTD | +44.1% | +14.4% | +29.7% | +39.9% |
| 1Y | +65.9% | +28.6% | +37.3% | +57.3% |
| 3Y | +109.0% | -7.4% | +116.4% | +107.5% |
| 5Y | +114.8% | +14.5% | +100.3% | +96.1% |
| All | +114.8% | +14.8% | +100.0% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling