+63.9%
CSCO vs COR
+12.8%
+51.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | -0.7% | +2.8% | -3.4% | -1.1% |
| 30D | -10.1% | +4.5% | -14.7% | -10.9% |
| 3M | -15.7% | +22.7% | -38.4% | -19.2% |
| 6M | +36.3% | -9.7% | +46.0% | +39.3% |
| YTD | +43.8% | -1.4% | +45.3% | +46.5% |
| 1Y | +63.9% | +13.9% | +50.0% | +69.6% |
| All | +63.9% | +12.8% | +51.1% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling