+359.9%
CSCO vs EWZ
+96.6%
+263.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | -10.8% | +13.5% | -24.3% | -14.0% |
| 3M | -9.2% | +15.2% | -24.5% | -12.9% |
| 6M | +39.5% | +3.7% | +35.8% | +37.5% |
| YTD | +41.5% | +22.5% | +19.0% | +33.0% |
| 1Y | +61.0% | +35.3% | +25.7% | +46.8% |
| 3Y | +105.2% | +50.2% | +55.0% | +79.5% |
| 5Y | +113.4% | +64.6% | +48.9% | +76.7% |
| All | +359.9% | +96.6% | +263.2% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling