+45.9%
CSCO vs USAR
-49.3%
+95.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +1.1% |
| 7D | -6.1% | -21.8% | +15.7% | -4.2% |
| 30D | -8.2% | -39.9% | +31.8% | -4.6% |
| 3M | -14.6% | -52.5% | +38.0% | -9.9% |
| 6M | +12.7% | -67.9% | +80.7% | +21.5% |
| YTD | +37.0% | -31.1% | +68.1% | +45.8% |
| 1Y | +45.9% | -49.8% | +95.8% | +56.0% |
| All | +45.9% | -49.3% | +95.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling