+90.0%
CSCO vs USAR
-19.7%
+109.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -2.2% |
| 7D | -10.2% | -14.5% | +4.3% | -9.9% |
| 30D | -20.1% | -37.8% | +17.8% | -19.3% |
| 3M | -22.1% | -52.8% | +30.7% | -21.0% |
| 6M | +3.2% | -71.2% | +74.4% | +5.2% |
| YTD | +24.1% | -30.9% | +55.0% | +26.4% |
| 1Y | +34.6% | -48.0% | +82.6% | +36.9% |
| 3Y | +90.0% | -19.7% | +109.7% | +79.8% |
| All | +90.0% | -19.7% | +109.7% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling