+199,826.0%
CSCO vs UL
+2,957.3%
+196,868.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.8% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | -16.7% | +7.0% | -23.7% | -19.0% |
| 3M | -18.4% | +5.8% | -24.2% | -20.6% |
| 6M | +2.9% | +16.1% | -13.2% | -3.9% |
| YTD | +30.4% | +4.5% | +26.0% | +26.0% |
| 1Y | +41.4% | -1.3% | +42.7% | +39.2% |
| 3Y | +104.7% | +35.0% | +69.7% | +75.6% |
| 5Y | +96.9% | +31.9% | +65.0% | +67.6% |
| 10Y | +321.5% | +99.3% | +222.2% | +197.7% |
| All | +199,826.0% | +2,957.3% | +196,868.7% | +48,683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling