+11,514.5%
CSCO vs IT
+6,259.0%
+5,255.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -2.9% | -18.8% | +15.9% | +2.5% |
| 30D | -16.7% | -0.1% | -16.6% | -17.3% |
| 3M | -18.4% | +2.9% | -21.4% | -20.5% |
| 6M | +2.9% | +20.4% | -17.5% | -6.3% |
| YTD | +30.4% | -24.3% | +54.7% | +33.2% |
| 1Y | +41.4% | -17.2% | +58.5% | +40.4% |
| 3Y | +104.7% | -52.4% | +157.1% | +132.0% |
| 5Y | +96.9% | -43.7% | +140.7% | +108.2% |
| 10Y | +321.5% | +90.3% | +231.2% | +200.0% |
| All | +11,514.5% | +6,259.0% | +5,255.5% | +2,710.0% |
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