+66.6%
CSCO vs T
-5.9%
+72.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | -0.1% |
| 7D | -0.5% | -1.5% | +1.0% | -0.8% |
| 30D | -10.1% | +7.6% | -17.7% | -9.1% |
| 3M | -11.7% | +15.3% | -27.0% | -9.6% |
| 6M | +40.1% | -8.5% | +48.6% | +41.1% |
| YTD | +43.8% | +6.8% | +37.0% | +46.9% |
| 1Y | +66.6% | -7.2% | +73.9% | +68.9% |
| All | +66.6% | -5.9% | +72.6% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling