+362.3%
CSCO vs T
+65.5%
+296.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | -10.1% | +11.4% | -21.5% | -13.5% |
| 3M | -15.7% | +14.3% | -30.0% | -19.9% |
| 6M | +36.3% | -9.3% | +45.5% | +40.1% |
| YTD | +43.8% | +7.1% | +36.7% | +38.4% |
| 1Y | +63.9% | -9.1% | +73.0% | +67.6% |
| 3Y | +104.4% | +105.3% | -1.0% | +44.9% |
| 5Y | +111.4% | +66.8% | +44.5% | +60.6% |
| All | +362.3% | +65.5% | +296.7% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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