+65.9%
CSCO vs USAR
+25.8%
+40.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | 0.0% | -4.4% | +4.4% | +0.2% |
| 30D | -10.7% | -10.4% | -0.3% | -10.3% |
| 3M | -8.7% | -18.4% | +9.6% | -8.2% |
| 6M | +44.9% | -8.8% | +53.7% | +44.7% |
| YTD | +44.1% | +43.4% | +0.8% | +46.2% |
| 1Y | +65.9% | +21.0% | +44.9% | +65.0% |
| All | +65.9% | +25.8% | +40.1% | +65.0% |
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