+113.3%
CSCO vs U
-68.9%
+182.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.7% | -3.8% | +3.1% | -0.4% |
| 30D | -10.1% | +17.5% | -27.6% | -11.4% |
| 3M | -15.7% | +38.7% | -54.4% | -18.1% |
| 6M | +36.3% | +104.4% | -68.1% | +27.7% |
| YTD | +43.8% | -5.7% | +49.5% | +42.4% |
| 1Y | +63.9% | +3.7% | +60.3% | +60.0% |
| 3Y | +104.4% | +12.3% | +92.0% | +90.6% |
| All | +113.3% | -68.9% | +182.2% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling