+321.5%
CSCO vs EW
+236.4%
+85.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | -2.9% | +12.3% | -15.2% | -6.1% |
| 30D | -16.7% | +22.9% | -39.6% | -21.5% |
| 3M | -18.4% | +16.7% | -35.2% | -22.2% |
| 6M | +2.9% | +31.0% | -28.0% | -5.4% |
| YTD | +30.4% | +22.8% | +7.6% | +21.8% |
| 1Y | +41.4% | +25.6% | +15.8% | +31.1% |
| 3Y | +104.7% | +62.0% | +42.7% | +65.2% |
| 5Y | +96.9% | -12.8% | +109.7% | +94.5% |
| 10Y | +321.5% | +239.8% | +81.7% | +169.2% |
| All | +321.5% | +236.4% | +85.1% | +169.2% |
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