+437.8%
CSCO vs RUN
-31.9%
+469.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.7% | +1.3% | -1.9% | -0.8% |
| 30D | -10.1% | -15.3% | +5.1% | -9.2% |
| 3M | -15.7% | -40.0% | +24.3% | -13.0% |
| 6M | +36.3% | -27.0% | +63.2% | +38.4% |
| YTD | +43.8% | -51.7% | +95.5% | +48.8% |
| 1Y | +63.9% | -45.9% | +109.8% | +67.2% |
| 3Y | +104.4% | -43.8% | +148.1% | +91.3% |
| 5Y | +111.4% | -80.5% | +191.8% | +106.4% |
| 10Y | +361.7% | +45.3% | +316.4% | +259.8% |
| All | +437.8% | -31.9% | +469.7% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling