+306.4%
CSCO vs EXC
+175.8%
+130.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -10.2% | -1.2% | -9.0% | -9.9% |
| 30D | -20.1% | +10.0% | -30.0% | -22.9% |
| 3M | -22.1% | +1.6% | -23.7% | -22.7% |
| 6M | +3.2% | +3.3% | -0.1% | +1.2% |
| YTD | +24.1% | +7.6% | +16.5% | +18.8% |
| 1Y | +34.6% | +3.5% | +31.1% | +30.7% |
| 3Y | +90.0% | +27.7% | +62.3% | +66.0% |
| 5Y | +88.6% | +41.1% | +47.4% | +54.9% |
| All | +306.4% | +175.8% | +130.7% | +164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling