+366.8%
CSCO vs ESI
+307.6%
+59.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | +5.4% | -5.9% | -2.1% |
| 30D | -10.1% | -4.2% | -5.9% | -9.1% |
| 3M | -11.7% | -9.6% | -2.1% | -9.7% |
| 6M | +40.1% | +18.3% | +21.8% | +30.9% |
| YTD | +43.8% | +45.8% | -2.0% | +25.2% |
| 1Y | +66.6% | +39.2% | +27.5% | +46.4% |
| 3Y | +108.5% | +86.3% | +22.2% | +62.1% |
| 5Y | +114.0% | +76.2% | +37.7% | +65.5% |
| 10Y | +366.8% | +306.8% | +60.1% | +168.8% |
| All | +366.8% | +307.6% | +59.2% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling