+113.3%
CSCO vs EXC
+47.1%
+66.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -10.1% | -3.7% | -6.4% | -9.6% |
| 3M | -15.7% | -1.3% | -14.4% | -15.8% |
| 6M | +36.3% | -9.7% | +46.0% | +38.7% |
| YTD | +43.8% | +2.9% | +40.9% | +41.5% |
| 1Y | +63.9% | +4.4% | +59.5% | +60.3% |
| 3Y | +104.4% | +22.2% | +82.1% | +87.6% |
| All | +113.3% | +47.1% | +66.2% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling