+308.5%
CSCO vs EWZ
+68.6%
+239.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.6% |
| 7D | +1.9% | +0.8% | +1.2% | +1.7% |
| 30D | -15.8% | -24.4% | +8.5% | -10.2% |
| 3M | -15.4% | -4.6% | -10.8% | -15.7% |
| 6M | -5.4% | -11.6% | +6.2% | -3.8% |
| YTD | +26.5% | +2.4% | +24.1% | +23.0% |
| 1Y | +25.9% | +2.1% | +23.8% | +22.4% |
| 3Y | +97.5% | +18.7% | +78.8% | +81.8% |
| 5Y | +93.0% | +54.2% | +38.8% | +59.9% |
| All | +308.5% | +68.6% | +239.9% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling