+39.4%
CSCO vs ES
-0.3%
+39.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -16.7% | +5.7% | -22.4% | -16.3% |
| 3M | -18.4% | -2.8% | -15.6% | -18.5% |
| 6M | +2.9% | +7.0% | -4.0% | +2.8% |
| YTD | +30.4% | +6.8% | +23.7% | +30.6% |
| All | +39.4% | -0.3% | +39.6% | +39.5% |
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