+91.5%
CSCO vs EXC
+41.3%
+50.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -15.8% | +8.6% | -24.4% | -17.1% |
| 3M | -15.4% | +2.4% | -17.8% | -15.8% |
| 6M | -5.4% | +6.5% | -11.9% | -6.9% |
| YTD | +26.5% | +9.0% | +17.4% | +23.0% |
| 1Y | +25.9% | +4.6% | +21.3% | +23.8% |
| 3Y | +97.5% | +33.5% | +64.0% | +77.1% |
| All | +91.5% | +41.3% | +50.2% | +61.0% |
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 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