+114.8%
CSCO vs RUN
-80.3%
+195.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -10.7% | -10.8% | +0.1% | -10.3% |
| 3M | -8.7% | -30.2% | +21.4% | -7.3% |
| 6M | +44.9% | -22.3% | +67.2% | +46.3% |
| YTD | +44.1% | -52.2% | +96.3% | +47.8% |
| 1Y | +65.9% | -45.1% | +111.0% | +68.4% |
| 3Y | +109.0% | -37.1% | +146.1% | +97.0% |
| 5Y | +114.8% | -80.3% | +195.0% | +109.2% |
| All | +114.8% | -80.3% | +195.0% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling