+199,826.0%
CSCO vs EXC
+2,703.4%
+197,122.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.4% |
| 30D | -16.7% | +9.3% | -26.0% | -19.0% |
| 3M | -18.4% | +1.0% | -19.5% | -18.9% |
| 6M | +2.9% | +5.9% | -3.0% | +0.5% |
| YTD | +30.4% | +7.6% | +22.8% | +25.9% |
| 1Y | +41.4% | +2.4% | +39.0% | +38.5% |
| 3Y | +104.7% | +30.2% | +74.4% | +83.3% |
| 5Y | +96.9% | +41.4% | +55.6% | +70.5% |
| 10Y | +321.5% | +183.8% | +137.7% | +189.5% |
| All | +199,826.0% | +2,703.4% | +197,122.6% | +61,171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling