+69.1%
CSCO vs COF
-4.6%
+73.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +2.7% | -5.1% | +7.8% | +3.8% |
| 30D | -9.5% | -6.0% | -3.5% | -8.4% |
| 3M | -7.6% | +14.8% | -22.4% | -10.8% |
| 6M | +44.9% | +15.3% | +29.6% | +39.2% |
| YTD | +47.7% | -13.0% | +60.7% | +48.3% |
| 1Y | +69.1% | -5.7% | +74.8% | +65.4% |
| All | +69.1% | -4.6% | +73.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling