+69.1%
CSCO vs ET
+33.4%
+35.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -9.5% | +2.9% | -12.3% | -10.1% |
| 3M | -7.6% | +16.8% | -24.4% | -11.0% |
| 6M | +44.9% | +18.9% | +26.0% | +40.5% |
| YTD | +47.7% | +37.7% | +10.0% | +39.9% |
| 1Y | +69.1% | +32.4% | +36.6% | +59.1% |
| All | +69.1% | +33.4% | +35.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling