+114.8%
CSCO vs EWZ
+63.8%
+51.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | -10.7% | +8.2% | -18.9% | -12.2% |
| 3M | -8.7% | +13.3% | -22.0% | -11.1% |
| 6M | +44.9% | +3.6% | +41.3% | +43.4% |
| YTD | +44.1% | +21.0% | +23.2% | +38.4% |
| 1Y | +65.9% | +34.7% | +31.2% | +55.8% |
| 3Y | +109.0% | +48.3% | +60.7% | +90.8% |
| 5Y | +114.8% | +60.1% | +54.7% | +93.0% |
| All | +114.8% | +63.8% | +51.0% | +93.0% |
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