+106.4%
CSCO vs EW
+17.9%
+88.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -10.1% | +1.0% | -11.2% | -10.2% |
| 3M | -15.7% | +2.8% | -18.5% | -16.0% |
| 6M | +36.3% | +5.5% | +30.8% | +35.2% |
| YTD | +43.8% | +5.5% | +38.4% | +42.6% |
| 1Y | +63.9% | +11.0% | +52.9% | +61.6% |
| All | +106.4% | +17.9% | +88.5% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling