+89.3%
CSCO vs URA
+36.0%
+53.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -2.7% |
| 7D | -10.2% | -4.1% | -6.1% | -9.5% |
| 30D | -20.1% | -19.0% | -1.0% | -17.2% |
| 3M | -22.4% | -25.1% | +2.8% | -18.8% |
| 6M | +2.8% | -44.5% | +47.3% | +11.8% |
| YTD | +23.6% | -24.3% | +47.9% | +27.6% |
| 1Y | +34.0% | -28.1% | +62.2% | +39.1% |
| 3Y | +89.3% | +40.7% | +48.6% | +77.6% |
| All | +89.3% | +36.0% | +53.3% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling