+193,726.1%
CSCO vs ITW
+9,990.3%
+183,735.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.4% |
| 7D | +1.9% | +2.3% | -0.4% | +0.6% |
| 30D | -15.8% | +6.7% | -22.5% | -18.9% |
| 3M | -15.4% | -0.5% | -14.8% | -15.4% |
| 6M | -5.4% | +16.4% | -21.8% | -13.7% |
| YTD | +26.5% | +19.0% | +7.5% | +13.2% |
| 1Y | +25.9% | +20.2% | +5.7% | +11.8% |
| 3Y | +97.5% | +33.1% | +64.5% | +63.8% |
| 5Y | +93.0% | +35.7% | +57.3% | +56.0% |
| 10Y | +308.6% | +194.0% | +114.6% | +107.3% |
| All | +193,726.1% | +9,990.3% | +183,735.7% | +16,935.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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