+404.3%
CSCO vs RUN
-34.8%
+439.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.1% | +7.3% | +1.6% |
| 7D | +6.6% | -13.7% | +20.2% | +7.5% |
| 30D | -11.3% | +9.4% | -20.7% | -12.2% |
| 3M | -17.3% | -13.4% | -3.9% | -16.9% |
| 6M | +3.5% | -39.6% | +43.1% | +6.3% |
| YTD | +34.9% | -53.7% | +88.6% | +39.4% |
| 1Y | +40.5% | -56.2% | +96.7% | +45.5% |
| 3Y | +109.3% | -9.7% | +119.0% | +88.1% |
| 5Y | +105.9% | -85.5% | +191.4% | +106.2% |
| 10Y | +335.8% | +66.7% | +269.1% | +239.3% |
| All | +404.3% | -34.8% | +439.1% | +302.8% |
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