+725.0%
CSCO vs ET
+1,310.3%
-585.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.9% | +2.5% | -0.6% | +1.4% |
| 30D | -15.8% | -2.5% | -13.4% | -15.4% |
| 3M | -15.4% | -4.9% | -10.5% | -14.5% |
| 6M | -5.4% | -0.1% | -5.3% | -5.5% |
| YTD | +26.5% | +26.2% | +0.2% | +20.0% |
| 1Y | +25.9% | +25.2% | +0.7% | +19.6% |
| 3Y | +97.5% | +84.2% | +13.4% | +72.2% |
| 5Y | +93.0% | +216.1% | -123.0% | +49.1% |
| 10Y | +308.6% | +160.7% | +148.0% | +207.6% |
| All | +725.0% | +1,310.3% | -585.2% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling