+220,352.3%
CSCO vs COP
+4,251.5%
+216,100.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -0.7% | +3.0% | -3.7% | -1.5% |
| 30D | -10.1% | +17.5% | -27.6% | -14.3% |
| 3M | -15.7% | +13.4% | -29.0% | -19.0% |
| 6M | +36.3% | +17.7% | +18.5% | +28.9% |
| YTD | +43.8% | +46.6% | -2.8% | +27.2% |
| 1Y | +63.9% | +44.6% | +19.3% | +45.0% |
| 3Y | +104.4% | +20.7% | +83.7% | +87.0% |
| 5Y | +111.4% | +185.0% | -73.7% | +42.8% |
| 10Y | +361.7% | +347.0% | +14.7% | +144.6% |
| All | +220,352.3% | +4,251.5% | +216,100.7% | +60,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling