+505.7%
CSCO vs URA
-51.6%
+557.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.3% | -3.0% |
| 7D | -10.2% | -4.1% | -6.1% | -9.3% |
| 30D | -20.1% | -19.0% | -1.0% | -16.0% |
| 3M | -22.1% | -25.1% | +3.1% | -16.8% |
| 6M | +3.2% | -44.5% | +47.7% | +17.6% |
| YTD | +24.1% | -24.3% | +48.4% | +29.5% |
| 1Y | +34.6% | -28.1% | +62.7% | +41.8% |
| 3Y | +90.0% | +40.7% | +49.3% | +62.1% |
| 5Y | +88.6% | +35.5% | +53.1% | +56.2% |
| 10Y | +316.5% | +281.2% | +35.4% | +132.1% |
| All | +505.7% | -51.6% | +557.3% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling