+65.9%
CSCO vs EWT
+90.7%
-24.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | +2.1% | -2.2% | -0.8% |
| 30D | -10.7% | +9.4% | -20.1% | -13.6% |
| 3M | -8.7% | +10.9% | -19.6% | -12.5% |
| 6M | +44.9% | +57.9% | -13.0% | +22.0% |
| YTD | +44.1% | +75.9% | -31.8% | +17.0% |
| 1Y | +65.9% | +89.7% | -23.8% | +31.9% |
| All | +65.9% | +90.7% | -24.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling