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  • CSCO vs TAP✓SelectedUSD · TAPCSCO vs TAP performance historyLatest closeAs of-0.03%09/08
Stock and ETF performance explorer

CSCO vs TAP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+366.8%
TAP return
-52.1%
Excess return
+418.9%
Maximum drawdown
-42.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioTAPExcessAlpha
1D0.0%-4.1%+4.1%+1.0%
7D-0.5%-2.3%+1.8%0.0%
30D-10.1%-9.4%-0.7%-8.0%
3M-11.7%-0.8%-10.9%-12.2%
6M+40.1%-14.7%+54.8%+44.9%
YTD+43.8%-13.9%+57.7%+47.3%
1Y+66.6%-18.6%+85.2%+73.0%
3Y+108.5%-32.0%+140.5%+125.6%
5Y+114.0%-1.0%+114.9%+99.8%
10Y+366.8%-51.4%+418.2%+379.2%
All+366.8%-52.1%+418.9%+379.2%

Cumulative growth

Daily Returns

Daily percentage return beside TAP.

Daily Out/Under-Performance

Portfolio return minus TAP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TAP 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling