+3,052.4%
CSCO vs EWJ
+156.6%
+2,895.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -2.3% |
| 30D | -10.1% | +3.3% | -13.4% | -12.1% |
| 3M | -15.7% | +5.0% | -20.7% | -18.5% |
| 6M | +36.3% | +11.5% | +24.7% | +25.8% |
| YTD | +43.8% | +22.4% | +21.4% | +24.6% |
| 1Y | +63.9% | +30.2% | +33.7% | +36.0% |
| 3Y | +104.4% | +72.8% | +31.5% | +38.2% |
| 5Y | +111.4% | +54.1% | +57.2% | +53.0% |
| 10Y | +361.7% | +140.6% | +221.1% | +150.9% |
| All | +3,052.4% | +156.6% | +2,895.7% | +1,259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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