+113.4%
CSCO vs COPX
+167.3%
-53.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -0.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.5% |
| 30D | -10.8% | 0.0% | -10.8% | -10.9% |
| 3M | -9.2% | +14.8% | -24.0% | -12.0% |
| 6M | +39.5% | +7.0% | +32.5% | +36.2% |
| YTD | +41.5% | +23.8% | +17.7% | +33.6% |
| 1Y | +61.0% | +75.7% | -14.7% | +40.7% |
| 3Y | +105.2% | +156.4% | -51.2% | +61.2% |
| 5Y | +113.4% | +167.6% | -54.1% | +62.4% |
| All | +113.4% | +167.3% | -53.8% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling