+38.7%
CSCO vs ES
-0.1%
+38.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.7% | +0.9% | -5.5% | -4.6% |
| 30D | -17.1% | +5.9% | -23.0% | -16.7% |
| 3M | -19.6% | -1.0% | -18.6% | -19.6% |
| 6M | +2.4% | +7.2% | -4.8% | +2.3% |
| YTD | +29.8% | +7.0% | +22.8% | +29.9% |
| 1Y | +38.7% | +0.5% | +38.2% | +38.9% |
| All | +38.7% | -0.1% | +38.8% | +38.9% |
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