+157.0%
EWY vs CSCO
+96.6%
+60.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.5% | +1.3% |
| 7D | +4.2% | +1.9% | +2.3% | +3.2% |
| 30D | -10.7% | -15.8% | +5.2% | -2.8% |
| 3M | -20.1% | -15.4% | -4.7% | -13.3% |
| 6M | -24.3% | -5.4% | -18.9% | -21.6% |
| YTD | +46.9% | +26.5% | +20.4% | +33.5% |
| 1Y | +55.2% | +25.9% | +29.3% | +41.4% |
| 3Y | +157.0% | +97.5% | +59.4% | +92.1% |
| All | +157.0% | +96.6% | +60.4% | +92.1% |
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