+12,707.0%
CSCO vs IT
+6,105.9%
+6,601.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.2% | +1.8% |
| 7D | -0.7% | -6.0% | +5.4% | +1.0% |
| 30D | -10.1% | 0.0% | -10.1% | -10.5% |
| 3M | -15.7% | +13.1% | -28.8% | -20.3% |
| 6M | +36.3% | +11.7% | +24.6% | +27.7% |
| YTD | +43.8% | -26.1% | +69.9% | +49.9% |
| 1Y | +63.9% | -21.3% | +85.2% | +66.4% |
| 3Y | +104.4% | -46.7% | +151.1% | +126.1% |
| 5Y | +111.4% | -40.5% | +151.9% | +122.4% |
| 10Y | +361.7% | +103.9% | +257.8% | +226.0% |
| All | +12,707.0% | +6,105.9% | +6,601.1% | +3,062.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling