+93.0%
CSCO vs USB
+90.4%
+2.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.5% | -6.9% |
| 7D | -11.9% | -1.5% | -10.4% | -11.3% |
| 30D | -18.8% | +4.3% | -23.1% | -20.1% |
| 3M | -21.2% | -6.1% | -15.1% | -19.5% |
| 6M | +1.9% | +9.4% | -7.5% | -1.8% |
| YTD | +26.1% | +15.2% | +10.9% | +19.0% |
| 1Y | +34.7% | +32.8% | +1.9% | +20.4% |
| All | +93.0% | +90.4% | +2.6% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling