+108.1%
CSCO vs EWZ
+20.3%
+87.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -2.8% | +0.6% | -3.3% | -2.8% |
| 30D | -12.6% | -25.5% | +12.9% | -8.5% |
| 3M | -16.0% | -4.5% | -11.5% | -17.5% |
| 6M | +2.8% | -15.3% | +18.1% | +4.0% |
| YTD | +33.2% | +3.1% | +30.1% | +28.2% |
| 1Y | +43.1% | +1.2% | +41.9% | +38.1% |
| All | +108.1% | +20.3% | +87.8% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling