+304.8%
CSCO vs USB
+92.8%
+212.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -10.2% | 0.0% | -10.2% | -10.2% |
| 30D | -20.1% | +5.8% | -25.9% | -21.8% |
| 3M | -22.4% | -6.0% | -16.4% | -20.7% |
| 6M | +2.8% | +7.8% | -5.0% | -0.5% |
| YTD | +23.6% | +14.6% | +9.0% | +16.6% |
| 1Y | +34.0% | +31.8% | +2.3% | +19.8% |
| 3Y | +89.3% | +91.5% | -2.3% | +44.0% |
| 5Y | +87.9% | +22.0% | +65.8% | +66.9% |
| All | +304.8% | +92.8% | +212.0% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling