+88.1%
CSCO vs URI
+166.6%
-78.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -10.2% | -9.8% | -0.4% | -8.2% |
| 30D | -20.1% | +1.7% | -21.8% | -20.4% |
| 3M | -22.4% | -9.1% | -13.3% | -20.9% |
| 6M | +2.8% | +9.9% | -7.1% | +0.4% |
| YTD | +23.6% | +31.2% | -7.6% | +14.6% |
| 1Y | +34.0% | +25.9% | +8.1% | +25.3% |
| 3Y | +89.3% | +147.4% | -58.1% | +45.3% |
| All | +88.1% | +166.6% | -78.5% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling