+104.6%
CSCO vs ETN
+79.7%
+24.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.4% |
| 7D | -1.1% | +3.0% | -4.1% | -1.9% |
| 30D | -10.8% | -10.9% | +0.1% | -7.9% |
| 3M | -9.2% | +9.2% | -18.5% | -11.9% |
| 6M | +39.5% | +13.9% | +25.6% | +33.3% |
| YTD | +41.5% | +29.5% | +12.0% | +30.2% |
| 1Y | +61.0% | +14.2% | +46.8% | +52.8% |
| All | +104.6% | +79.7% | +24.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling