+110.7%
CSCO vs COO
-24.6%
+135.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +6.6% | -2.1% | +8.6% | +6.8% |
| 30D | -11.3% | +13.9% | -25.3% | -12.5% |
| 3M | -17.3% | -18.9% | +1.6% | -15.2% |
| 6M | +3.5% | +3.7% | -0.2% | +2.1% |
| YTD | +34.9% | -24.1% | +59.0% | +40.6% |
| 1Y | +40.5% | -14.2% | +54.7% | +43.0% |
| All | +110.7% | -24.6% | +135.3% | +109.3% |
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