+359.9%
CSCO vs UMC
+1,818.5%
-1,458.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | -1.1% | +11.4% | -12.5% | -3.1% |
| 30D | -10.8% | +16.8% | -27.6% | -13.4% |
| 3M | -9.2% | +19.1% | -28.3% | -13.3% |
| 6M | +39.5% | +137.4% | -97.9% | +16.1% |
| YTD | +41.5% | +186.4% | -144.9% | +12.3% |
| 1Y | +61.0% | +229.1% | -168.1% | +24.0% |
| 3Y | +105.2% | +257.9% | -152.7% | +52.8% |
| 5Y | +113.4% | +137.5% | -24.1% | +67.1% |
| All | +359.9% | +1,818.5% | -1,458.6% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling