+195.2%
CSCO vs U
-31.4%
+226.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -2.9% | +32.3% | -35.2% | -5.0% |
| 30D | -16.7% | +9.7% | -26.4% | -17.4% |
| 3M | -18.4% | +19.6% | -38.0% | -19.8% |
| 6M | +2.9% | +82.6% | -79.7% | -2.2% |
| YTD | +30.4% | +16.4% | +14.0% | +26.9% |
| 1Y | +41.4% | +28.5% | +12.9% | +36.3% |
| 3Y | +104.7% | +103.8% | +0.9% | +84.0% |
| 5Y | +96.9% | -70.0% | +167.0% | +85.8% |
| All | +195.2% | -31.4% | +226.6% | +163.1% |
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