+419.2%
CSCO vs EMB
+127.1%
+292.2%
-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 | -22.4% | -2.2% | -20.1% | -21.4% |
| 6M | +2.8% | -2.3% | +5.1% | +4.2% |
| YTD | +23.6% | -0.6% | +24.2% | +24.1% |
| 1Y | +34.0% | +0.5% | +33.6% | +33.7% |
| 3Y | +89.3% | +29.4% | +59.8% | +65.5% |
| 5Y | +87.9% | +6.5% | +81.4% | +80.3% |
| 10Y | +314.9% | +29.8% | +285.1% | +268.7% |
| All | +419.2% | +127.1% | +292.2% | +362.2% |
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