+366.8%
CSCO vs M
-6.4%
+373.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | -10.1% | -11.6% | +1.5% | -8.7% |
| 3M | -11.7% | +1.6% | -13.4% | -12.2% |
| 6M | +40.1% | +25.2% | +14.9% | +35.3% |
| YTD | +43.8% | +3.8% | +40.0% | +42.0% |
| 1Y | +66.6% | +36.3% | +30.3% | +58.1% |
| 3Y | +108.5% | +116.3% | -7.8% | +80.0% |
| 5Y | +114.0% | +28.2% | +85.8% | +89.1% |
| 10Y | +366.8% | -3.4% | +370.2% | +255.8% |
| All | +366.8% | -6.4% | +373.2% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling