+108.1%
CSCO vs RUN
-2.6%
+110.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.5% | +2.5% |
| 7D | -2.8% | +3.2% | -5.9% | -2.9% |
| 30D | -12.6% | +19.5% | -32.1% | -13.4% |
| 3M | -16.0% | -9.6% | -6.4% | -15.9% |
| 6M | +2.8% | -37.3% | +40.2% | +4.2% |
| YTD | +33.2% | -50.7% | +83.9% | +35.2% |
| 1Y | +43.1% | -54.1% | +97.2% | +45.4% |
| All | +108.1% | -2.6% | +110.7% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling