+220,352.3%
CSCO vs UL
+2,846.7%
+217,505.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | -1.3% | +0.7% | -0.2% |
| 30D | -10.1% | +0.5% | -10.6% | -10.4% |
| 3M | -15.7% | +17.6% | -33.3% | -21.3% |
| 6M | +36.3% | -5.4% | +41.6% | +37.6% |
| YTD | +43.8% | +0.7% | +43.1% | +41.5% |
| 1Y | +63.9% | -9.3% | +73.2% | +67.1% |
| 3Y | +104.4% | +24.5% | +79.8% | +81.5% |
| 5Y | +111.4% | +23.2% | +88.1% | +85.4% |
| 10Y | +361.7% | +64.5% | +297.2% | +252.7% |
| All | +220,352.3% | +2,846.7% | +217,505.6% | +54,658.9% |
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