+189,363.8%
CSCO vs T
+1,877.9%
+187,485.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -10.2% | +1.0% | -11.2% | -10.6% |
| 30D | -20.1% | -10.6% | -9.4% | -17.2% |
| 3M | -22.4% | -7.7% | -14.6% | -20.8% |
| 6M | +2.8% | -13.3% | +16.1% | +6.6% |
| YTD | +23.6% | -8.8% | +32.4% | +24.5% |
| 1Y | +34.0% | -8.4% | +42.4% | +34.6% |
| 3Y | +89.3% | +59.6% | +29.6% | +46.6% |
| 5Y | +87.9% | +52.1% | +35.8% | +44.2% |
| 10Y | +314.9% | +56.9% | +258.0% | +208.5% |
| All | +189,363.8% | +1,877.9% | +187,485.9% | +47,496.2% |
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