+335.7%
CSCO vs IT
+88.7%
+247.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.5% |
| 7D | +6.6% | -3.7% | +10.2% | +7.5% |
| 30D | -11.3% | -3.1% | -8.2% | -11.4% |
| 3M | -17.3% | +6.3% | -23.7% | -20.0% |
| 6M | +3.5% | +24.8% | -21.2% | -6.0% |
| YTD | +34.9% | -24.4% | +59.2% | +40.3% |
| 1Y | +40.5% | -17.1% | +57.6% | +41.5% |
| 3Y | +109.3% | -53.6% | +162.9% | +149.6% |
| 5Y | +105.9% | -42.5% | +148.4% | +120.1% |
| All | +335.7% | +88.7% | +247.0% | +183.3% |
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