+220,816.6%
CSCO vs NYT
+865.0%
+219,951.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -10.7% | +2.8% | -13.5% | -11.4% |
| 3M | -8.7% | -9.2% | +0.5% | -7.0% |
| 6M | +44.9% | -17.1% | +62.0% | +50.4% |
| YTD | +44.1% | -3.2% | +47.4% | +43.1% |
| 1Y | +65.9% | +15.7% | +50.2% | +56.5% |
| 3Y | +109.0% | +55.7% | +53.3% | +78.7% |
| 5Y | +114.8% | +39.4% | +75.4% | +83.9% |
| 10Y | +377.3% | +485.6% | -108.2% | +157.3% |
| All | +220,816.6% | +865.0% | +219,951.5% | +96,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling