+262.0%
CSCO vs NTR
+103.6%
+158.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.4% |
| 7D | -0.5% | +3.8% | -4.4% | -1.5% |
| 30D | -10.1% | +25.2% | -35.3% | -15.1% |
| 3M | -11.7% | +21.0% | -32.7% | -16.1% |
| 6M | +40.1% | +7.6% | +32.5% | +36.4% |
| YTD | +43.8% | +32.9% | +10.9% | +32.1% |
| 1Y | +66.6% | +43.1% | +23.6% | +49.2% |
| 3Y | +108.5% | +41.6% | +66.9% | +83.8% |
| 5Y | +114.0% | +54.8% | +59.2% | +66.3% |
| All | +262.0% | +103.6% | +158.4% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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