+3.2%
CSCO vs EW
+23.5%
-20.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.7% |
| 7D | -10.2% | +11.0% | -21.2% | -8.7% |
| 30D | -20.1% | +19.1% | -39.1% | -17.5% |
| 3M | -22.1% | +14.4% | -36.4% | -19.7% |
| 6M | +3.2% | +22.8% | -19.6% | +9.0% |
| All | +3.2% | +23.5% | -20.3% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling