+108.5%
CSCO vs EWT
+199.6%
-91.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -0.5% | +1.6% | -2.2% | -1.2% |
| 30D | -10.1% | +8.2% | -18.3% | -13.0% |
| 3M | -11.7% | +11.1% | -22.8% | -15.8% |
| 6M | +40.1% | +60.4% | -20.3% | +14.4% |
| YTD | +43.8% | +75.6% | -31.8% | +13.0% |
| 1Y | +66.6% | +91.3% | -24.7% | +26.0% |
| 3Y | +108.5% | +200.3% | -91.8% | +24.7% |
| All | +108.5% | +199.6% | -91.1% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling