+366.8%
CSCO vs O
+50.0%
+316.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | -0.6% | 0.0% | -0.4% |
| 30D | -10.1% | -2.0% | -8.1% | -9.6% |
| 3M | -11.7% | +3.0% | -14.7% | -12.8% |
| 6M | +40.1% | -3.6% | +43.7% | +41.0% |
| YTD | +43.8% | +12.1% | +31.7% | +37.9% |
| 1Y | +66.6% | +8.9% | +57.7% | +61.0% |
| 3Y | +108.5% | +30.3% | +78.2% | +88.1% |
| 5Y | +114.0% | +13.7% | +100.2% | +100.9% |
| 10Y | +366.8% | +50.3% | +316.6% | +296.6% |
| All | +366.8% | +50.0% | +316.8% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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