+608.1%
CSCO vs ESI
+224.6%
+383.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | -0.7% | +3.3% | -4.0% | -1.4% |
| 30D | -10.1% | -5.9% | -4.3% | -9.0% |
| 3M | -15.7% | -14.1% | -1.6% | -13.1% |
| 6M | +36.3% | +6.6% | +29.7% | +32.8% |
| YTD | +43.8% | +45.0% | -1.2% | +30.1% |
| 1Y | +63.9% | +41.5% | +22.5% | +48.5% |
| 3Y | +104.4% | +78.8% | +25.6% | +72.3% |
| 5Y | +111.4% | +70.9% | +40.5% | +77.4% |
| 10Y | +361.7% | +317.1% | +44.6% | +213.9% |
| All | +608.1% | +224.6% | +383.4% | +364.7% |
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