+11,307.1%
CSCO vs O
+5,387.7%
+5,919.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | -10.1% | -1.9% | -8.2% | -9.6% |
| 3M | -15.7% | +3.8% | -19.5% | -17.2% |
| 6M | +36.3% | -4.7% | +41.0% | +37.9% |
| YTD | +43.8% | +12.5% | +31.4% | +36.7% |
| 1Y | +63.9% | +10.8% | +53.1% | +56.4% |
| 3Y | +104.4% | +28.8% | +75.6% | +82.2% |
| 5Y | +111.4% | +13.2% | +98.2% | +96.3% |
| 10Y | +361.7% | +53.5% | +308.2% | +258.9% |
| All | +11,307.1% | +5,387.7% | +5,919.4% | +2,694.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling