+164.3%
EWY vs CSCO
+63.7%
+100.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | +4.8% | -0.7% | +5.5% | +5.1% |
| 30D | +11.7% | -10.1% | +21.8% | +16.4% |
| 3M | -7.4% | -15.7% | +8.3% | -1.4% |
| 6M | +40.6% | +36.3% | +4.3% | +27.1% |
| YTD | +94.3% | +43.8% | +50.4% | +70.9% |
| 1Y | +164.3% | +63.9% | +100.3% | +127.7% |
| All | +164.3% | +63.7% | +100.6% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 1y: compounded portfolio wealth divided by compounded CSCO 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…
1y analysis · Full analysis span regression · 6 months rolling