+209,067.3%
CSCO vs USB
+9,511.2%
+199,556.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -6.1% | +2.4% | -8.5% | -6.9% |
| 30D | -8.2% | +6.6% | -14.7% | -10.3% |
| 3M | -14.9% | -4.1% | -10.8% | -13.8% |
| 6M | +12.3% | +12.5% | -0.2% | +7.3% |
| YTD | +36.5% | +17.6% | +18.8% | +28.2% |
| 1Y | +45.4% | +36.5% | +8.9% | +29.6% |
| 3Y | +110.0% | +95.4% | +14.6% | +62.9% |
| 5Y | +107.2% | +26.1% | +81.1% | +81.2% |
| 10Y | +358.0% | +101.3% | +256.8% | +226.2% |
| All | +209,067.3% | +9,511.2% | +199,556.0% | +52,306.6% |
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