+321.5%
CSCO vs ESI
+323.5%
-2.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.5% |
| 7D | -2.9% | -3.5% | +0.5% | -1.9% |
| 30D | -16.7% | -9.3% | -7.4% | -14.3% |
| 3M | -18.4% | -12.8% | -5.7% | -15.4% |
| 6M | +2.9% | -24.6% | +27.5% | +10.6% |
| YTD | +30.4% | +32.7% | -2.3% | +16.0% |
| 1Y | +41.4% | +20.3% | +21.1% | +29.4% |
| 3Y | +104.7% | +80.2% | +24.5% | +59.0% |
| 5Y | +96.9% | +40.0% | +57.0% | +62.6% |
| 10Y | +321.5% | +310.8% | +10.7% | +148.4% |
| All | +321.5% | +323.5% | -2.0% | +148.4% |
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