+89.3%
CSCO vs COO
-25.3%
+114.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.8% |
| 7D | -10.2% | +4.7% | -14.9% | -10.6% |
| 30D | -20.1% | +13.9% | -34.0% | -21.1% |
| 3M | -22.4% | -14.9% | -7.4% | -20.8% |
| 6M | +2.8% | +2.0% | +0.8% | +1.7% |
| YTD | +23.6% | -23.9% | +47.5% | +28.9% |
| 1Y | +34.0% | -9.6% | +43.7% | +35.2% |
| 3Y | +89.3% | -25.4% | +114.7% | +87.2% |
| All | +89.3% | -25.3% | +114.6% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling