+106.4%
CSCO vs USB
+95.2%
+11.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.8% |
| 3M | -15.7% | +15.2% | -30.9% | -19.7% |
| 6M | +36.3% | +18.8% | +17.4% | +28.2% |
| YTD | +43.8% | +21.0% | +22.8% | +34.5% |
| 1Y | +63.9% | +34.0% | +29.9% | +48.0% |
| All | +106.4% | +95.2% | +11.3% | +69.7% |
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