+306.4%
CSCO vs URI
+1,374.0%
-1,067.6%
-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 | -22.1% | -9.1% | -13.0% | -20.3% |
| 6M | +3.2% | +9.9% | -6.7% | +0.2% |
| YTD | +24.1% | +31.2% | -7.1% | +13.0% |
| 1Y | +34.6% | +25.9% | +8.6% | +23.8% |
| 3Y | +90.0% | +147.4% | -57.4% | +40.2% |
| 5Y | +88.6% | +179.7% | -91.2% | +29.4% |
| All | +306.4% | +1,374.0% | -1,067.6% | +76.7% |
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