+45.9%
CSCO vs ES
-1.6%
+47.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.8% |
| 7D | -6.1% | +5.3% | -11.4% | -5.7% |
| 30D | -8.2% | +8.9% | -17.1% | -7.6% |
| 3M | -14.6% | -1.9% | -12.6% | -14.6% |
| 6M | +12.7% | +3.9% | +8.8% | +12.5% |
| YTD | +37.0% | +8.3% | +28.7% | +37.1% |
| 1Y | +45.9% | -0.1% | +46.1% | +46.2% |
| All | +45.9% | -1.6% | +47.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling