+379.9%
CSCO vs NYT
+489.9%
-110.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | -9.5% | +4.6% | -14.1% | -10.3% |
| 3M | -7.6% | -9.6% | +2.0% | -6.2% |
| 6M | +44.9% | -14.0% | +58.9% | +48.0% |
| YTD | +47.7% | -2.8% | +50.5% | +46.5% |
| 1Y | +69.1% | +15.6% | +53.5% | +60.9% |
| 3Y | +113.5% | +56.3% | +57.2% | +86.4% |
| 5Y | +122.8% | +39.5% | +83.2% | +95.2% |
| All | +379.9% | +489.9% | -110.0% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling