+220,352.3%
CSCO vs ETR
+4,841.1%
+215,511.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -10.1% | +1.0% | -11.1% | -10.4% |
| 3M | -15.7% | -1.3% | -14.4% | -15.6% |
| 6M | +36.3% | +1.9% | +34.4% | +34.9% |
| YTD | +43.8% | +18.2% | +25.7% | +36.1% |
| 1Y | +63.9% | +24.7% | +39.3% | +52.4% |
| 3Y | +104.4% | +150.7% | -46.3% | +52.0% |
| 5Y | +111.4% | +127.0% | -15.7% | +60.8% |
| 10Y | +361.7% | +295.5% | +66.2% | +193.6% |
| All | +220,352.3% | +4,841.1% | +215,511.1% | +62,361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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