+229.5%
EWY vs CSCO
+307.7%
-78.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.5% | +1.2% |
| 7D | +4.2% | +1.9% | +2.3% | +3.2% |
| 30D | -10.7% | -15.8% | +5.2% | -2.7% |
| 3M | -20.1% | -15.4% | -4.7% | -13.2% |
| 6M | -24.3% | -5.4% | -18.9% | -22.5% |
| YTD | +46.9% | +26.5% | +20.4% | +30.4% |
| 1Y | +55.2% | +25.9% | +29.3% | +38.0% |
| 3Y | +157.0% | +97.5% | +59.4% | +82.0% |
| 5Y | +98.9% | +93.0% | +5.8% | +40.0% |
| All | +229.5% | +307.7% | -78.2% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling