+113.3%
CSCO vs RACE
+93.6%
+19.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.9% |
| 7D | -0.7% | -2.5% | +1.9% | -0.2% |
| 30D | -10.1% | +0.8% | -10.9% | -10.3% |
| 3M | -15.7% | +17.2% | -32.8% | -18.6% |
| 6M | +36.3% | +13.6% | +22.7% | +32.2% |
| YTD | +43.8% | +12.2% | +31.6% | +39.3% |
| 1Y | +63.9% | -16.3% | +80.2% | +69.5% |
| 3Y | +104.4% | +36.4% | +67.9% | +76.6% |
| All | +113.3% | +93.6% | +19.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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