+301.0%
CSCO vs T
+54.9%
+246.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -10.2% | +1.0% | -11.2% | -10.5% |
| 30D | -20.1% | -10.6% | -9.4% | -17.8% |
| 3M | -22.1% | -7.7% | -14.3% | -20.9% |
| 6M | +3.2% | -13.3% | +16.5% | +6.5% |
| YTD | +24.1% | -8.8% | +32.9% | +24.7% |
| 1Y | +34.6% | -8.4% | +43.0% | +34.9% |
| 3Y | +90.0% | +59.6% | +30.3% | +47.1% |
| 5Y | +88.6% | +52.1% | +36.5% | +44.2% |
| All | +301.0% | +54.9% | +246.1% | +207.4% |
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