+10,192.6%
CSCO vs O
+5,286.6%
+4,906.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -4.7% | +3.5% | -8.2% | -5.9% |
| 30D | -17.1% | +10.4% | -27.5% | -20.1% |
| 3M | -19.6% | -2.4% | -17.2% | -19.1% |
| 6M | +2.4% | -1.2% | +3.6% | +2.2% |
| YTD | +29.8% | +10.4% | +19.4% | +24.0% |
| 1Y | +38.7% | +11.4% | +27.2% | +31.9% |
| 3Y | +101.3% | +40.4% | +60.9% | +73.9% |
| 5Y | +94.8% | +12.1% | +82.7% | +81.5% |
| 10Y | +324.2% | +82.7% | +241.5% | +209.0% |
| All | +10,192.6% | +5,286.6% | +4,906.0% | +2,434.7% |
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