+220,352.3%
CSCO vs T
+2,222.0%
+218,130.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -10.1% | +11.4% | -21.5% | -14.1% |
| 3M | -15.7% | +14.3% | -30.0% | -20.8% |
| 6M | +36.3% | -9.3% | +45.5% | +40.1% |
| YTD | +43.8% | +7.1% | +36.7% | +37.3% |
| 1Y | +63.9% | -9.1% | +73.0% | +67.0% |
| 3Y | +104.4% | +105.3% | -1.0% | +43.7% |
| 5Y | +111.4% | +66.8% | +44.5% | +58.3% |
| 10Y | +361.7% | +66.8% | +294.9% | +239.0% |
| All | +220,352.3% | +2,222.0% | +218,130.3% | +52,385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling