+193,139.0%
CSCO vs ES
+1,339.3%
+191,799.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.1% | -9.7% | -8.3% |
| 7D | -11.9% | +5.9% | -17.8% | -13.5% |
| 30D | -18.8% | +10.2% | -29.0% | -21.4% |
| 3M | -21.2% | +0.4% | -21.6% | -21.6% |
| 6M | +1.9% | +6.9% | -5.0% | -0.8% |
| YTD | +26.1% | +10.5% | +15.6% | +20.9% |
| 1Y | +34.7% | +3.2% | +31.5% | +31.5% |
| 3Y | +94.0% | +49.0% | +45.0% | +64.8% |
| 5Y | +91.6% | +4.5% | +87.1% | +81.2% |
| 10Y | +323.2% | +92.3% | +230.8% | +221.9% |
| All | +193,139.0% | +1,339.3% | +191,799.6% | +71,982.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling