+105.9%
CSCO vs ES
+6.0%
+99.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | +6.6% | -1.1% | +7.6% | +6.8% |
| 30D | -11.3% | +8.2% | -19.6% | -12.8% |
| 3M | -17.3% | +0.6% | -17.9% | -17.5% |
| 6M | +3.5% | +6.0% | -2.5% | +1.9% |
| YTD | +34.9% | +9.3% | +25.5% | +31.4% |
| 1Y | +40.5% | +1.1% | +39.4% | +38.9% |
| 3Y | +109.3% | +51.9% | +57.3% | +80.4% |
| 5Y | +105.9% | +6.5% | +99.4% | +96.5% |
| All | +105.9% | +6.0% | +99.9% | +96.5% |
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 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