+83.5%
CSCO vs EW
+7,937.2%
-7,853.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -10.2% | +11.0% | -21.2% | -12.5% |
| 30D | -20.1% | +19.1% | -39.1% | -23.4% |
| 3M | -22.1% | +14.4% | -36.4% | -24.8% |
| 6M | +3.2% | +22.8% | -19.6% | -2.4% |
| YTD | +24.1% | +19.8% | +4.3% | +17.8% |
| 1Y | +34.6% | +23.9% | +10.7% | +26.7% |
| 3Y | +90.0% | +52.2% | +37.8% | +63.9% |
| 5Y | +88.6% | -13.9% | +102.5% | +84.3% |
| 10Y | +316.5% | +241.9% | +74.6% | +187.3% |
| All | +83.5% | +7,937.2% | -7,853.7% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling