+43.1%
CSCO vs COO
-11.7%
+54.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.6% |
| 7D | -2.8% | -2.3% | -0.4% | -2.9% |
| 30D | -12.6% | +13.3% | -25.9% | -11.7% |
| 3M | -16.0% | -18.1% | +2.1% | -16.3% |
| 6M | +2.8% | +6.7% | -3.9% | +2.5% |
| YTD | +33.2% | -23.2% | +56.4% | +39.5% |
| 1Y | +43.1% | -12.3% | +55.4% | +49.7% |
| All | +43.1% | -11.7% | +54.8% | +49.7% |
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