+379.9%
CSCO vs COPX
+583.8%
-203.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | -9.5% | +0.3% | -9.7% | -9.7% |
| 3M | -7.6% | +6.8% | -14.4% | -9.8% |
| 6M | +44.9% | +7.9% | +36.9% | +39.5% |
| YTD | +47.7% | +23.7% | +24.0% | +35.5% |
| 1Y | +69.1% | +71.5% | -2.5% | +39.9% |
| 3Y | +113.5% | +149.1% | -35.6% | +52.4% |
| 5Y | +122.8% | +167.3% | -44.6% | +49.0% |
| All | +379.9% | +583.8% | -203.9% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling