+106.4%
CSCO vs URI
+113.1%
-6.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.3% |
| 30D | -10.1% | -12.9% | +2.8% | -7.9% |
| 3M | -15.7% | -6.7% | -9.0% | -14.8% |
| 6M | +36.3% | +19.0% | +17.3% | +31.2% |
| YTD | +43.8% | +25.5% | +18.3% | +36.1% |
| 1Y | +63.9% | +5.5% | +58.4% | +60.9% |
| All | +106.4% | +113.1% | -6.7% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling