+63.9%
CSCO vs COO
+4.1%
+59.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -0.7% | -2.2% | +1.6% | -0.7% |
| 30D | -10.1% | -7.0% | -3.1% | -10.3% |
| 3M | -15.7% | +12.2% | -27.9% | -15.9% |
| 6M | +36.3% | -15.1% | +51.4% | +40.9% |
| YTD | +43.8% | -15.1% | +58.9% | +49.0% |
| 1Y | +63.9% | +2.3% | +61.6% | +66.0% |
| All | +63.9% | +4.1% | +59.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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