+321.5%
CSCO vs T
+56.1%
+265.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | -2.9% | +1.7% | -4.6% | -3.4% |
| 30D | -16.7% | -1.7% | -15.0% | -16.6% |
| 3M | -18.4% | -7.3% | -11.1% | -17.3% |
| 6M | +2.9% | -11.2% | +14.1% | +5.3% |
| YTD | +30.4% | -8.1% | +38.5% | +30.8% |
| 1Y | +41.4% | -8.0% | +49.4% | +41.6% |
| 3Y | +104.7% | +62.1% | +42.5% | +57.6% |
| 5Y | +96.9% | +55.7% | +41.2% | +49.0% |
| 10Y | +321.5% | +54.1% | +267.4% | +222.3% |
| All | +321.5% | +56.1% | +265.4% | +222.3% |
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