+97.5%
CSCO vs COP
+34.5%
+63.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.8% | -6.5% |
| 7D | +1.9% | +4.4% | -2.5% | +1.2% |
| 30D | -15.8% | 0.0% | -15.8% | -15.9% |
| 3M | -15.4% | +15.0% | -30.4% | -17.5% |
| 6M | -5.4% | +22.0% | -27.4% | -8.7% |
| YTD | +26.5% | +55.3% | -28.9% | +15.3% |
| 1Y | +25.9% | +64.1% | -38.2% | +13.2% |
| 3Y | +97.5% | +34.1% | +63.5% | +83.5% |
| All | +97.5% | +34.5% | +63.0% | +83.5% |
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