+366.8%
CSCO vs EMB
+29.2%
+337.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -10.1% | -0.5% | -9.6% | -9.8% |
| 3M | -11.7% | +0.3% | -12.1% | -12.0% |
| 6M | +40.1% | +1.2% | +38.9% | +38.8% |
| YTD | +43.8% | +1.5% | +42.3% | +42.1% |
| 1Y | +66.6% | +4.8% | +61.8% | +60.4% |
| 3Y | +108.5% | +30.4% | +78.2% | +69.3% |
| 5Y | +114.0% | +7.3% | +106.7% | +104.3% |
| 10Y | +366.8% | +29.7% | +337.1% | +295.3% |
| All | +366.8% | +29.2% | +337.6% | +295.3% |
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