+114.0%
CSCO vs T
+67.4%
+46.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.8% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -10.1% | +11.4% | -21.5% | -11.6% |
| 3M | -15.7% | +14.3% | -30.0% | -17.5% |
| 6M | +36.3% | -9.3% | +45.5% | +38.7% |
| YTD | +43.8% | +7.1% | +36.7% | +41.5% |
| 1Y | +63.9% | -9.1% | +73.0% | +66.8% |
| 3Y | +104.4% | +105.3% | -1.0% | +68.9% |
| All | +114.0% | +67.4% | +46.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling