+65.9%
CSCO vs EXE
+4.5%
+61.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | -10.7% | -0.4% | -10.4% | -10.7% |
| 3M | -8.7% | +9.5% | -18.2% | -9.0% |
| 6M | +44.9% | -9.3% | +54.3% | +45.7% |
| YTD | +44.1% | -10.9% | +55.0% | +45.2% |
| 1Y | +65.9% | +4.3% | +61.6% | +64.4% |
| All | +65.9% | +4.5% | +61.4% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling