+225.5%
CSCO vs U
-44.5%
+270.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 3M | -15.7% | +38.7% | -54.4% | -17.9% |
| 6M | +36.3% | +104.4% | -68.1% | +28.4% |
| YTD | +43.8% | -5.7% | +49.5% | +42.5% |
| 1Y | +63.9% | +3.7% | +60.3% | +60.3% |
| 3Y | +104.4% | +12.3% | +92.0% | +91.8% |
| 5Y | +111.4% | -68.8% | +180.2% | +101.3% |
| All | +225.5% | -44.5% | +270.0% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling