+62.4%
EWY vs CSCO
+42.8%
+19.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -8.3% | -6.1% | -2.3% | -5.6% |
| 30D | -20.5% | -8.2% | -12.4% | -17.3% |
| 3M | -11.1% | -14.6% | +3.4% | -5.1% |
| 6M | -7.0% | +12.7% | -19.7% | -9.2% |
| YTD | +56.5% | +37.0% | +19.5% | +42.0% |
| 1Y | +62.4% | +45.9% | +16.5% | +45.2% |
| All | +62.4% | +42.8% | +19.6% | +45.2% |
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