+335.7%
CSCO vs EMB
+36.8%
+298.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.9% |
| 7D | +6.6% | -0.7% | +7.2% | +7.2% |
| 30D | -11.3% | +0.5% | -11.9% | -11.7% |
| 3M | -17.3% | -2.5% | -14.9% | -15.6% |
| 6M | +3.5% | -2.0% | +5.5% | +5.3% |
| YTD | +34.9% | -0.9% | +35.7% | +35.8% |
| 1Y | +40.5% | -0.3% | +40.8% | +40.8% |
| 3Y | +109.3% | +29.2% | +80.1% | +70.9% |
| 5Y | +105.9% | +7.4% | +98.4% | +96.3% |
| All | +335.7% | +36.8% | +298.9% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling