+91.5%
CSCO vs U
-73.3%
+164.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.2% | -11.5% | -6.6% |
| 7D | +1.9% | +2.6% | -0.7% | +1.7% |
| 30D | -15.8% | +27.6% | -43.4% | -17.6% |
| 3M | -15.4% | +15.3% | -30.7% | -16.6% |
| 6M | -5.4% | +96.4% | -101.8% | -11.0% |
| YTD | +26.5% | +19.6% | +6.9% | +22.5% |
| 1Y | +25.9% | +42.1% | -16.2% | +20.1% |
| 3Y | +97.5% | +87.5% | +10.0% | +76.5% |
| All | +91.5% | -73.3% | +164.8% | +71.8% |
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