+32.6%
CSCO vs COP
+61.0%
-28.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -10.2% | -11.5% | +1.3% | -10.1% |
| 30D | -20.1% | +5.0% | -25.0% | -20.1% |
| 3M | -22.1% | +17.5% | -39.5% | -21.9% |
| 6M | +3.2% | +16.2% | -13.0% | +3.9% |
| YTD | +24.1% | +48.8% | -24.7% | +26.4% |
| All | +32.6% | +61.0% | -28.4% | +37.3% |
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