+88.1%
CSCO vs ES
+1.4%
+86.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -10.2% | +1.9% | -12.1% | -10.6% |
| 30D | -20.1% | +7.1% | -27.1% | -21.2% |
| 3M | -22.4% | -1.9% | -20.4% | -22.2% |
| 6M | +2.8% | +4.4% | -1.6% | +1.4% |
| YTD | +23.6% | +7.3% | +16.3% | +20.8% |
| 1Y | +34.0% | +2.1% | +31.9% | +32.0% |
| 3Y | +89.3% | +41.8% | +47.4% | +66.6% |
| All | +88.1% | +1.4% | +86.6% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling