+89.3%
CSCO vs U
+81.5%
+7.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.3% |
| 7D | -10.2% | +36.6% | -46.8% | -12.4% |
| 30D | -20.1% | +13.3% | -33.4% | -20.9% |
| 3M | -22.4% | +26.2% | -48.5% | -23.9% |
| 6M | +2.8% | +88.7% | -86.0% | -2.7% |
| YTD | +23.6% | +16.6% | +7.0% | +20.7% |
| 1Y | +34.0% | +29.0% | +5.1% | +29.4% |
| 3Y | +89.3% | +99.5% | -10.2% | +55.9% |
| All | +89.3% | +81.5% | +7.8% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling