+910.6%
EWY vs CSCO
+149.1%
+761.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.2% | +4.5% | +0.8% |
| 7D | +4.2% | +1.9% | +2.3% | +3.4% |
| 30D | -10.7% | -15.8% | +5.2% | -3.7% |
| 3M | -20.1% | -15.4% | -4.7% | -14.1% |
| 6M | -24.3% | -5.4% | -18.9% | -22.8% |
| YTD | +46.9% | +26.5% | +20.4% | +32.2% |
| 1Y | +55.2% | +25.9% | +29.3% | +40.0% |
| 3Y | +157.0% | +97.5% | +59.4% | +90.3% |
| 5Y | +98.9% | +93.0% | +5.8% | +46.5% |
| 10Y | +226.3% | +308.6% | -82.3% | +71.9% |
| All | +910.6% | +149.1% | +761.5% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling