+538.9%
CSCO vs ESI
+195.2%
+343.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.7% | -6.6% | +1.9% | -3.1% |
| 30D | -17.1% | -9.8% | -7.3% | -15.2% |
| 3M | -19.6% | -11.9% | -7.7% | -17.5% |
| 6M | +2.4% | -25.1% | +27.5% | +8.4% |
| YTD | +29.8% | +31.9% | -2.1% | +19.7% |
| 1Y | +38.7% | +19.2% | +19.5% | +30.6% |
| 3Y | +101.3% | +76.2% | +25.2% | +70.1% |
| 5Y | +94.8% | +39.4% | +55.4% | +70.9% |
| 10Y | +324.2% | +304.9% | +19.3% | +192.5% |
| All | +538.9% | +195.2% | +343.7% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling