+193,139.0%
CSCO vs USB
+9,309.7%
+183,829.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.5% | -6.9% |
| 7D | -11.9% | -1.5% | -10.4% | -11.4% |
| 30D | -18.8% | +4.3% | -23.1% | -20.1% |
| 3M | -21.2% | -6.1% | -15.1% | -19.6% |
| 6M | +1.9% | +9.4% | -7.5% | -1.6% |
| YTD | +26.1% | +15.2% | +10.9% | +19.4% |
| 1Y | +34.7% | +32.8% | +1.9% | +21.3% |
| 3Y | +94.0% | +91.3% | +2.7% | +51.7% |
| 5Y | +91.6% | +22.7% | +68.9% | +69.3% |
| 10Y | +323.2% | +97.0% | +226.1% | +203.7% |
| All | +193,139.0% | +9,309.7% | +183,829.3% | +48,696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling