+63.9%
CSCO vs COP
+46.5%
+17.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -0.7% | +3.0% | -3.7% | -0.7% |
| 30D | -10.1% | +17.5% | -27.6% | -10.4% |
| 3M | -15.7% | +13.4% | -29.0% | -15.5% |
| 6M | +36.3% | +17.7% | +18.5% | +36.1% |
| YTD | +43.8% | +46.6% | -2.8% | +42.9% |
| 1Y | +63.9% | +44.6% | +19.3% | +64.2% |
| All | +63.9% | +46.5% | +17.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling