+220,352.3%
CSCO vs ITW
+9,318.6%
+211,033.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -0.7% | -3.6% | +2.9% | +1.3% |
| 30D | -10.1% | -9.1% | -1.0% | -5.3% |
| 3M | -15.7% | +8.2% | -23.9% | -19.7% |
| 6M | +36.3% | -4.8% | +41.0% | +38.9% |
| YTD | +43.8% | +11.0% | +32.8% | +34.1% |
| 1Y | +63.9% | +4.2% | +59.7% | +57.7% |
| 3Y | +104.4% | +17.3% | +87.1% | +82.1% |
| 5Y | +111.4% | +33.0% | +78.4% | +72.9% |
| 10Y | +361.7% | +182.3% | +179.3% | +139.9% |
| All | +220,352.3% | +9,318.6% | +211,033.7% | +20,084.0% |
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