+108.5%
CSCO vs RUN
-35.6%
+144.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.2% |
| 7D | -0.5% | +10.2% | -10.7% | -0.9% |
| 30D | -10.1% | -9.6% | -0.5% | -9.8% |
| 3M | -11.7% | -31.5% | +19.8% | -10.7% |
| 6M | +40.1% | -18.7% | +58.8% | +41.0% |
| YTD | +43.8% | -49.9% | +93.7% | +46.0% |
| 1Y | +66.6% | -45.5% | +112.1% | +68.5% |
| 3Y | +108.5% | -34.1% | +142.6% | +97.5% |
| All | +108.5% | -35.6% | +144.1% | +97.5% |
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