+225.0%
EWY vs CSCO
+108.3%
+116.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +8.0% | -0.5% | +8.5% | +8.3% |
| 30D | +14.3% | -10.1% | +24.4% | +19.5% |
| 3M | +2.3% | -11.7% | +14.0% | +7.7% |
| 6M | +49.9% | +40.1% | +9.8% | +29.5% |
| YTD | +95.3% | +43.8% | +51.6% | +65.4% |
| 1Y | +161.7% | +66.6% | +95.1% | +107.0% |
| All | +225.0% | +108.3% | +116.6% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling