+45.9%
CSCO vs URA
-32.2%
+78.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -6.1% | -10.5% | +4.5% | -4.0% |
| 30D | -8.2% | -18.6% | +10.5% | -4.5% |
| 3M | -14.6% | -23.0% | +8.5% | -10.5% |
| 6M | +12.7% | -40.3% | +53.0% | +21.8% |
| YTD | +37.0% | -23.5% | +60.5% | +42.5% |
| 1Y | +45.9% | -31.1% | +77.0% | +54.2% |
| All | +45.9% | -32.2% | +78.1% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling