+2.8%
CSCO vs UL
+16.0%
-13.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.2% |
| 7D | -2.8% | -1.7% | -1.0% | -3.4% |
| 30D | -12.6% | +4.5% | -17.1% | -10.9% |
| 3M | -16.0% | +5.5% | -21.5% | -13.9% |
| 6M | +2.8% | +17.0% | -14.2% | +16.4% |
| All | +2.8% | +16.0% | -13.2% | +16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling