+110.7%
CSCO vs T
+65.2%
+45.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +6.6% | +1.6% | +4.9% | +6.6% |
| 30D | -11.3% | -2.9% | -8.4% | -11.4% |
| 3M | -17.3% | -7.5% | -9.8% | -17.4% |
| 6M | +3.5% | -9.9% | +13.4% | +3.9% |
| YTD | +34.9% | -6.4% | +41.3% | +34.7% |
| 1Y | +40.5% | -9.4% | +49.9% | +40.7% |
| All | +110.7% | +65.2% | +45.5% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling