+1,572.3%
CSCO vs URI
+7,377.6%
-5,805.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.1% | -0.5% | -5.9% |
| 7D | -11.9% | -12.9% | +1.1% | -8.8% |
| 30D | -18.8% | -3.4% | -15.4% | -18.2% |
| 3M | -21.2% | -10.0% | -11.2% | -19.4% |
| 6M | +1.9% | +12.2% | -10.3% | -1.5% |
| YTD | +26.1% | +29.8% | -3.7% | +15.8% |
| 1Y | +34.7% | +24.6% | +10.1% | +24.8% |
| 3Y | +94.0% | +137.6% | -43.5% | +49.2% |
| 5Y | +91.6% | +176.6% | -85.0% | +37.8% |
| 10Y | +323.2% | +1,402.6% | -1,079.4% | +84.3% |
| All | +1,572.3% | +7,377.6% | -5,805.3% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling