+379.9%
CSCO vs EW
+120.5%
+259.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.1% | +5.1% |
| 7D | +2.7% | -6.2% | +8.8% | +4.5% |
| 30D | -9.5% | -9.3% | -0.2% | -7.0% |
| 3M | -7.6% | -1.6% | -6.0% | -7.5% |
| 6M | +44.9% | -0.8% | +45.7% | +44.4% |
| YTD | +47.7% | -1.0% | +48.7% | +47.1% |
| 1Y | +69.1% | +8.2% | +60.9% | +63.9% |
| 3Y | +113.5% | +12.7% | +100.8% | +94.3% |
| 5Y | +122.8% | -30.2% | +153.0% | +134.0% |
| All | +379.9% | +120.5% | +259.5% | +241.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling