+377.3%
CSCO vs IT
+88.4%
+288.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | 0.0% | -9.1% | +9.1% | +2.2% |
| 30D | -10.7% | -12.2% | +1.4% | -8.1% |
| 3M | -8.7% | +7.8% | -16.5% | -12.3% |
| 6M | +44.9% | +2.0% | +42.9% | +39.9% |
| YTD | +44.1% | -32.7% | +76.9% | +56.3% |
| 1Y | +65.9% | -31.1% | +97.0% | +76.9% |
| 3Y | +109.0% | -52.1% | +161.1% | +143.9% |
| 5Y | +114.8% | -46.3% | +161.0% | +134.0% |
| 10Y | +377.3% | +91.4% | +286.0% | +225.6% |
| All | +377.3% | +88.4% | +288.9% | +225.6% |
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