+90.0%
CSCO vs EW
+51.9%
+38.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -10.2% | +11.0% | -21.2% | -11.0% |
| 30D | -20.1% | +19.1% | -39.1% | -21.2% |
| 3M | -22.1% | +14.4% | -36.4% | -23.0% |
| 6M | +3.2% | +22.8% | -19.6% | +1.1% |
| YTD | +24.1% | +19.8% | +4.3% | +21.7% |
| 1Y | +34.6% | +23.9% | +10.7% | +31.6% |
| 3Y | +90.0% | +52.2% | +37.8% | +79.2% |
| All | +90.0% | +51.9% | +38.0% | +79.2% |
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 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