+301.0%
CSCO vs COP
+324.6%
-23.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -10.2% | -11.5% | +1.3% | -7.6% |
| 30D | -20.1% | +5.0% | -25.0% | -21.1% |
| 3M | -22.1% | +17.5% | -39.5% | -25.3% |
| 6M | +3.2% | +16.2% | -13.0% | -1.1% |
| YTD | +24.1% | +48.8% | -24.7% | +11.1% |
| 1Y | +34.6% | +64.1% | -29.5% | +17.3% |
| 3Y | +90.0% | +25.7% | +64.3% | +74.4% |
| 5Y | +88.6% | +114.4% | -25.8% | +44.4% |
| All | +301.0% | +324.6% | -23.6% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling