+361.1%
CSCO vs USB
+107.5%
+253.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | +1.4% | -2.1% | -1.2% |
| 30D | -10.1% | -1.3% | -8.8% | -9.7% |
| 3M | -15.7% | +15.2% | -30.9% | -20.3% |
| 6M | +36.3% | +18.8% | +17.4% | +27.1% |
| YTD | +43.8% | +21.0% | +22.8% | +33.1% |
| 1Y | +63.9% | +34.0% | +29.9% | +45.6% |
| 3Y | +104.4% | +95.3% | +9.0% | +53.5% |
| 5Y | +111.4% | +40.4% | +71.0% | +76.7% |
| All | +361.1% | +107.5% | +253.6% | +207.2% |
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