+66.6%
CSCO vs EW
+7.6%
+59.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.5% |
| 7D | -0.5% | -4.4% | +3.9% | +0.2% |
| 30D | -10.1% | -3.3% | -6.8% | -9.6% |
| 3M | -11.7% | +1.0% | -12.8% | -12.1% |
| 6M | +40.1% | +6.2% | +33.9% | +37.6% |
| YTD | +43.8% | +1.7% | +42.1% | +42.6% |
| 1Y | +66.6% | +8.1% | +58.5% | +59.5% |
| All | +66.6% | +7.6% | +59.0% | +59.5% |
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