+290.8%
EWY vs CSCO
+372.3%
-81.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.3% |
| 7D | +1.2% | -1.1% | +2.3% | +1.8% |
| 30D | +9.3% | -10.8% | +20.1% | +15.0% |
| 3M | +2.4% | -9.2% | +11.7% | +7.0% |
| 6M | +40.3% | +39.5% | +0.7% | +19.4% |
| YTD | +88.0% | +41.5% | +46.5% | +57.7% |
| 1Y | +143.8% | +61.0% | +82.9% | +91.9% |
| 3Y | +217.8% | +105.2% | +112.6% | +120.2% |
| 5Y | +142.7% | +113.4% | +29.3% | +62.1% |
| All | +290.8% | +372.3% | -81.5% | +74.6% |
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