+149.5%
CSCO vs EWZ
+436.1%
-286.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -0.7% | +6.5% | -7.2% | -2.9% |
| 30D | -10.1% | +4.8% | -15.0% | -11.7% |
| 3M | -15.7% | +9.9% | -25.6% | -18.6% |
| 6M | +36.3% | +1.9% | +34.3% | +34.6% |
| YTD | +43.8% | +20.3% | +23.5% | +33.8% |
| 1Y | +63.9% | +35.6% | +28.3% | +45.7% |
| 3Y | +104.4% | +43.4% | +60.9% | +75.2% |
| 5Y | +111.4% | +55.9% | +55.4% | +69.1% |
| 10Y | +361.7% | +84.2% | +277.5% | +209.9% |
| All | +149.5% | +436.1% | -286.5% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling