+321.5%
CSCO vs COO
+40.7%
+280.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.3% |
| 7D | -2.9% | +4.3% | -7.2% | -4.2% |
| 30D | -16.7% | +17.6% | -34.3% | -21.1% |
| 3M | -18.4% | -13.9% | -4.6% | -15.0% |
| 6M | +2.9% | +6.6% | -3.6% | -1.4% |
| YTD | +30.4% | -22.0% | +52.4% | +39.6% |
| 1Y | +41.4% | -8.8% | +50.2% | +42.3% |
| 3Y | +104.7% | -21.5% | +126.1% | +108.5% |
| 5Y | +96.9% | -41.0% | +138.0% | +122.8% |
| 10Y | +321.5% | +40.9% | +280.6% | +243.0% |
| All | +321.5% | +40.7% | +280.8% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling