+362.3%
CSCO vs URA
+356.0%
+6.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -0.7% | +1.1% | -1.7% | -0.9% |
| 30D | -10.1% | +7.4% | -17.5% | -11.6% |
| 3M | -15.7% | -8.4% | -7.3% | -14.4% |
| 6M | +36.3% | -12.7% | +49.0% | +38.5% |
| YTD | +43.8% | +7.8% | +36.0% | +38.9% |
| 1Y | +63.9% | +19.5% | +44.5% | +53.0% |
| 3Y | +104.4% | +116.4% | -12.1% | +60.4% |
| 5Y | +111.4% | +134.3% | -22.9% | +54.2% |
| All | +362.3% | +356.0% | +6.3% | +159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling