+421.3%
CSCO vs EMB
+127.1%
+294.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -10.2% | -0.1% | -10.1% | -10.1% |
| 30D | -20.1% | +1.3% | -21.4% | -20.6% |
| 3M | -22.1% | -2.2% | -19.8% | -21.1% |
| 6M | +3.2% | -2.3% | +5.5% | +4.6% |
| YTD | +24.1% | -0.6% | +24.7% | +24.6% |
| 1Y | +34.6% | +0.5% | +34.1% | +34.3% |
| 3Y | +90.0% | +29.4% | +60.6% | +66.1% |
| 5Y | +88.6% | +6.5% | +82.1% | +81.0% |
| 10Y | +316.5% | +29.8% | +286.7% | +270.1% |
| All | +421.3% | +127.1% | +294.2% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling