+193,139.0%
CSCO vs EXPD
+30,578.4%
+162,560.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.5% | -3.2% | -6.2% |
| 7D | -11.9% | -4.8% | -7.1% | -10.4% |
| 30D | -18.8% | -1.5% | -17.3% | -18.4% |
| 3M | -21.2% | +4.1% | -25.3% | -22.3% |
| 6M | +1.9% | +24.0% | -22.1% | -5.2% |
| YTD | +26.1% | +27.4% | -1.3% | +15.8% |
| 1Y | +34.7% | +38.4% | -3.7% | +20.3% |
| 3Y | +94.0% | +73.2% | +20.9% | +58.5% |
| 5Y | +91.6% | +59.9% | +31.7% | +58.6% |
| 10Y | +323.2% | +319.9% | +3.2% | +156.1% |
| All | +193,139.0% | +30,578.4% | +162,560.6% | +60,526.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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