+110.7%
CSCO vs EXC
+30.1%
+80.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.6% | -1.9% | +8.5% | +6.5% |
| 30D | -11.3% | +7.8% | -19.1% | -11.1% |
| 3M | -17.3% | +1.9% | -19.2% | -17.3% |
| 6M | +3.5% | +3.4% | +0.1% | +3.6% |
| YTD | +34.9% | +7.6% | +27.3% | +34.5% |
| 1Y | +40.5% | +2.1% | +38.4% | +41.0% |
| All | +110.7% | +30.1% | +80.6% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling