+45.9%
CSCO vs URI
+33.3%
+12.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.1% |
| 7D | -6.1% | -4.3% | -1.7% | -5.6% |
| 30D | -8.2% | +4.6% | -12.8% | -8.7% |
| 3M | -14.6% | -2.1% | -12.4% | -14.5% |
| 6M | +12.7% | +21.9% | -9.2% | +11.1% |
| YTD | +37.0% | +39.7% | -2.7% | +32.4% |
| 1Y | +45.9% | +32.9% | +13.1% | +42.9% |
| All | +45.9% | +33.3% | +12.6% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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