+66.6%
CSCO vs COP
+49.7%
+16.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | -10.1% | +15.6% | -25.7% | -10.2% |
| 3M | -11.7% | +14.3% | -26.1% | -11.5% |
| 6M | +40.1% | +17.0% | +23.1% | +40.1% |
| YTD | +43.8% | +47.4% | -3.6% | +43.7% |
| 1Y | +66.6% | +52.4% | +14.2% | +67.0% |
| All | +66.6% | +49.7% | +16.9% | +67.0% |
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