+97.5%
CSCO vs USAR
-20.4%
+117.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.4% | -6.3% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | -15.8% | -20.9% | +5.1% | -15.5% |
| 3M | -15.4% | -56.2% | +40.8% | -14.1% |
| 6M | -5.4% | -67.9% | +62.5% | -3.6% |
| YTD | +26.5% | -31.4% | +57.9% | +28.8% |
| 1Y | +25.9% | -45.1% | +70.9% | +28.2% |
| 3Y | +97.5% | -20.3% | +117.9% | +91.0% |
| All | +97.5% | -20.4% | +117.9% | +91.0% |
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 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