+63.9%
CSCO vs USAR
+27.9%
+36.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.7% | -2.1% | +1.4% | -0.6% |
| 30D | -10.1% | +2.6% | -12.7% | -10.4% |
| 3M | -15.7% | -35.0% | +19.3% | -14.5% |
| 6M | +36.3% | -6.9% | +43.1% | +35.9% |
| YTD | +43.8% | +48.0% | -4.2% | +45.5% |
| 1Y | +63.9% | +24.8% | +39.1% | +61.1% |
| All | +63.9% | +27.9% | +36.1% | +61.1% |
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