+119.4%
CSCO vs EWZ
+356.2%
-236.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.7% |
| 7D | +1.9% | +0.8% | +1.2% | +1.6% |
| 30D | -15.8% | -24.4% | +8.5% | -8.4% |
| 3M | -15.4% | -4.6% | -10.8% | -15.5% |
| 6M | -5.4% | -11.6% | +6.2% | -3.1% |
| YTD | +26.5% | +2.4% | +24.1% | +22.4% |
| 1Y | +25.9% | +2.1% | +23.8% | +21.7% |
| 3Y | +97.5% | +18.7% | +78.8% | +78.2% |
| 5Y | +93.0% | +54.2% | +38.8% | +52.8% |
| 10Y | +308.6% | +65.9% | +242.7% | +180.5% |
| All | +119.4% | +356.2% | -236.8% | -18.2% |
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