+113.4%
CSCO vs ETN
+171.0%
-57.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.3% |
| 7D | -1.1% | +3.0% | -4.1% | -2.1% |
| 30D | -10.8% | -10.9% | +0.1% | -7.3% |
| 3M | -9.2% | +9.2% | -18.5% | -12.5% |
| 6M | +39.5% | +13.9% | +25.6% | +31.9% |
| YTD | +41.5% | +29.5% | +12.0% | +27.5% |
| 1Y | +61.0% | +14.2% | +46.8% | +50.8% |
| 3Y | +105.2% | +79.9% | +25.3% | +54.5% |
| 5Y | +113.4% | +175.7% | -62.2% | +25.6% |
| All | +113.4% | +171.0% | -57.6% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling