+103.6%
CSCO vs EWZ
+52.7%
+50.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.7% |
| 6M | +2.8% | -15.3% | +18.1% | +4.5% |
| YTD | +33.2% | +3.1% | +30.1% | +29.9% |
| 1Y | +43.1% | +1.2% | +41.9% | +39.9% |
| 3Y | +106.7% | +19.3% | +87.4% | +93.1% |
| 5Y | +103.6% | +52.3% | +51.3% | +81.3% |
| All | +103.6% | +52.7% | +50.9% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling