+324.2%
CSCO vs IT
+88.3%
+236.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -4.7% | -7.5% | +2.8% | -2.8% |
| 30D | -17.1% | -1.2% | -15.9% | -17.5% |
| 3M | -19.6% | -2.2% | -17.4% | -20.5% |
| 6M | +2.4% | +19.1% | -16.7% | -5.8% |
| YTD | +29.8% | -25.1% | +54.9% | +35.3% |
| 1Y | +38.7% | -17.4% | +56.0% | +39.7% |
| 3Y | +101.3% | -54.1% | +155.4% | +140.7% |
| 5Y | +94.8% | -42.7% | +137.5% | +108.2% |
| 10Y | +324.2% | +88.1% | +236.1% | +176.8% |
| All | +324.2% | +88.3% | +236.0% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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