+189,363.8%
CSCO vs COO
+4,603.6%
+184,760.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.0% |
| 3M | -22.4% | -14.9% | -7.4% | -21.4% |
| 6M | +2.8% | +2.0% | +0.8% | +2.1% |
| YTD | +23.6% | -23.9% | +47.5% | +26.0% |
| 1Y | +34.0% | -9.6% | +43.7% | +34.5% |
| 3Y | +89.3% | -25.4% | +114.7% | +91.9% |
| 5Y | +87.9% | -41.2% | +129.0% | +93.7% |
| 10Y | +314.9% | +42.1% | +272.8% | +300.3% |
| All | +189,363.8% | +4,603.6% | +184,760.2% | +161,816.5% |
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