+114.0%
CSCO vs UL
+22.5%
+91.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -10.1% | +0.9% | -11.0% | -10.2% |
| 3M | -11.7% | +14.2% | -26.0% | -13.8% |
| 6M | +40.1% | -3.2% | +43.3% | +41.1% |
| YTD | +43.8% | -0.3% | +44.1% | +43.7% |
| 1Y | +66.6% | -8.8% | +75.4% | +69.6% |
| 3Y | +108.5% | +23.9% | +84.6% | +93.0% |
| 5Y | +114.0% | +21.4% | +92.6% | +93.5% |
| All | +114.0% | +22.5% | +91.5% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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