+63.9%
CSCO vs EXC
+2.6%
+61.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.9% |
| 30D | -10.1% | -4.6% | -5.5% | -11.6% |
| 3M | -15.7% | -2.2% | -13.5% | -16.0% |
| 6M | +36.3% | -10.6% | +46.8% | +31.6% |
| YTD | +43.8% | +1.9% | +41.9% | +47.6% |
| 1Y | +63.9% | +3.4% | +60.5% | +68.0% |
| All | +63.9% | +2.6% | +61.4% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling