+153.3%
EWY vs CSCO
+115.3%
+38.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +17.0% | -10.7% | +27.7% | +22.5% |
| 3M | +3.7% | -8.7% | +12.4% | +7.6% |
| 6M | +42.5% | +44.9% | -2.4% | +21.7% |
| YTD | +96.2% | +44.1% | +52.1% | +66.6% |
| 1Y | +160.4% | +65.9% | +94.5% | +107.8% |
| 3Y | +231.7% | +109.0% | +122.7% | +137.7% |
| 5Y | +153.3% | +114.8% | +38.5% | +77.1% |
| All | +153.3% | +115.3% | +38.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling