+113.3%
CSCO vs COO
-38.8%
+152.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -0.7% | -2.2% | +1.6% | -0.2% |
| 30D | -10.1% | -7.0% | -3.1% | -8.7% |
| 3M | -15.7% | +12.2% | -27.9% | -18.5% |
| 6M | +36.3% | -15.1% | +51.4% | +41.4% |
| YTD | +43.8% | -15.1% | +58.9% | +49.2% |
| 1Y | +63.9% | +2.3% | +61.6% | +61.0% |
| 3Y | +104.4% | -23.7% | +128.0% | +111.9% |
| All | +113.3% | -38.8% | +152.0% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling