+65.9%
CSCO vs IT
-30.5%
+96.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | 0.0% | -9.1% | +9.1% | -0.1% |
| 30D | -10.7% | -12.2% | +1.4% | -10.8% |
| 3M | -8.7% | +7.8% | -16.5% | -8.2% |
| 6M | +44.9% | +2.0% | +42.9% | +45.9% |
| YTD | +44.1% | -32.7% | +76.9% | +44.4% |
| 1Y | +65.9% | -31.1% | +97.0% | +65.9% |
| All | +65.9% | -30.5% | +96.4% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling