+372.8%
CSCO vs RUN
-33.9%
+406.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.5% | -6.3% |
| 7D | +1.9% | -13.5% | +15.4% | +2.8% |
| 30D | -15.8% | +18.3% | -34.1% | -17.1% |
| 3M | -15.4% | -12.5% | -2.9% | -15.0% |
| 6M | -5.4% | -40.3% | +34.9% | -2.8% |
| YTD | +26.5% | -53.1% | +79.6% | +30.6% |
| 1Y | +25.9% | -54.3% | +80.2% | +30.0% |
| 3Y | +97.5% | -6.5% | +104.0% | +77.1% |
| 5Y | +93.0% | -85.3% | +178.3% | +93.2% |
| 10Y | +308.6% | +68.9% | +239.7% | +217.9% |
| All | +372.8% | -33.9% | +406.7% | +277.3% |
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