+205.3%
CSCO vs U
-33.1%
+238.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.2% |
| 7D | +6.6% | +2.8% | +3.7% | +6.3% |
| 30D | -11.3% | +7.6% | -19.0% | -12.0% |
| 3M | -17.3% | +12.7% | -30.0% | -18.3% |
| 6M | +3.5% | +87.0% | -83.4% | -1.8% |
| YTD | +34.9% | +13.6% | +21.3% | +31.5% |
| 1Y | +40.5% | +25.3% | +15.2% | +35.7% |
| 3Y | +109.3% | +85.8% | +23.5% | +89.3% |
| 5Y | +105.9% | -74.5% | +180.4% | +95.4% |
| All | +205.3% | -33.1% | +238.3% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling