+89.3%
CSCO vs COP
+23.8%
+65.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -10.2% | -11.5% | +1.3% | -8.5% |
| 30D | -20.1% | +5.0% | -25.0% | -20.8% |
| 3M | -22.4% | +17.5% | -39.8% | -24.6% |
| 6M | +2.8% | +16.2% | -13.4% | 0.0% |
| YTD | +23.6% | +48.8% | -25.2% | +13.5% |
| 1Y | +34.0% | +64.1% | -30.1% | +20.0% |
| 3Y | +89.3% | +25.7% | +63.6% | +81.0% |
| All | +89.3% | +23.8% | +65.4% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling