+526.4%
CSCO vs COPX
+198.0%
+328.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.2% |
| 7D | -0.5% | +5.8% | -6.3% | -2.2% |
| 30D | -10.1% | +7.2% | -17.3% | -12.0% |
| 3M | -11.7% | +16.5% | -28.2% | -16.2% |
| 6M | +40.1% | +18.4% | +21.6% | +30.8% |
| YTD | +43.8% | +31.9% | +11.9% | +29.0% |
| 1Y | +66.6% | +88.5% | -21.9% | +33.0% |
| 3Y | +108.5% | +173.1% | -64.6% | +43.4% |
| 5Y | +114.0% | +193.1% | -79.2% | +38.1% |
| 10Y | +366.8% | +591.7% | -224.9% | +106.5% |
| All | +526.4% | +198.0% | +328.5% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling