+45.9%
CSCO vs EW
+19.7%
+26.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.3% |
| 7D | -6.1% | +8.3% | -14.3% | -6.6% |
| 30D | -8.2% | +13.9% | -22.1% | -9.1% |
| 3M | -14.6% | +10.9% | -25.5% | -15.1% |
| 6M | +12.7% | +19.2% | -6.5% | +10.2% |
| YTD | +37.0% | +16.6% | +20.4% | +34.9% |
| 1Y | +45.9% | +18.1% | +27.8% | +42.7% |
| All | +45.9% | +19.7% | +26.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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