+220,816.7%
CSCO vs NTRS
+7,429.5%
+213,387.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | -10.7% | -1.2% | -9.5% | -10.3% |
| 3M | -8.7% | +8.8% | -17.5% | -12.3% |
| 6M | +44.9% | +34.7% | +10.2% | +26.3% |
| YTD | +44.1% | +37.2% | +6.9% | +24.2% |
| 1Y | +65.9% | +46.3% | +19.5% | +38.4% |
| 3Y | +109.0% | +163.2% | -54.2% | +30.6% |
| 5Y | +114.8% | +86.9% | +27.8% | +51.1% |
| 10Y | +377.3% | +250.9% | +126.4% | +137.9% |
| All | +220,816.7% | +7,429.5% | +213,387.2% | +26,484.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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