+304.8%
CSCO vs URI
+1,374.0%
-1,069.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -10.2% | -9.8% | -0.4% | -7.8% |
| 30D | -20.1% | +1.7% | -21.8% | -20.5% |
| 3M | -22.4% | -9.1% | -13.3% | -20.6% |
| 6M | +2.8% | +9.9% | -7.1% | -0.2% |
| YTD | +23.6% | +31.2% | -7.6% | +12.5% |
| 1Y | +34.0% | +25.9% | +8.1% | +23.3% |
| 3Y | +89.3% | +147.4% | -58.1% | +39.6% |
| 5Y | +87.9% | +179.7% | -91.9% | +28.9% |
| All | +304.8% | +1,374.0% | -1,069.1% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling