+220,352.3%
CSCO vs COO
+5,148.9%
+215,203.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -0.7% | -2.2% | +1.6% | -0.5% |
| 30D | -10.1% | -7.0% | -3.1% | -9.6% |
| 3M | -15.7% | +12.2% | -27.9% | -16.7% |
| 6M | +36.3% | -15.1% | +51.4% | +37.9% |
| YTD | +43.8% | -15.1% | +58.9% | +45.5% |
| 1Y | +63.9% | +2.3% | +61.6% | +63.0% |
| 3Y | +104.4% | -23.7% | +128.0% | +107.2% |
| 5Y | +111.4% | -38.9% | +150.3% | +117.7% |
| 10Y | +361.7% | +49.9% | +311.7% | +343.8% |
| All | +220,352.3% | +5,148.9% | +215,203.4% | +186,921.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling