+199,826.1%
CSCO vs COP
+4,258.4%
+195,567.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.5% |
| 7D | -2.9% | -8.4% | +5.5% | -0.5% |
| 30D | -16.7% | +0.3% | -16.9% | -16.9% |
| 3M | -18.4% | +15.1% | -33.5% | -22.0% |
| 6M | +2.9% | +19.8% | -16.8% | -3.1% |
| YTD | +30.4% | +46.8% | -16.4% | +14.9% |
| 1Y | +41.4% | +59.7% | -18.4% | +21.2% |
| 3Y | +104.7% | +28.7% | +76.0% | +83.5% |
| 5Y | +96.9% | +110.7% | -13.7% | +46.0% |
| 10Y | +321.5% | +298.3% | +23.2% | +131.7% |
| All | +199,826.1% | +4,258.4% | +195,567.8% | +54,254.4% |
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