+321.5%
CSCO vs COR
+534.3%
-212.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.5% | +3.9% |
| 7D | -2.9% | +2.3% | -5.3% | -3.5% |
| 30D | -16.7% | +6.8% | -23.4% | -18.4% |
| 3M | -18.4% | +8.1% | -26.5% | -20.7% |
| 6M | +2.9% | +33.0% | -30.1% | -7.0% |
| YTD | +30.4% | +3.0% | +27.5% | +27.5% |
| 1Y | +41.4% | -3.4% | +44.8% | +41.1% |
| 3Y | +104.7% | +80.1% | +24.5% | +59.3% |
| 5Y | +96.9% | +194.7% | -97.8% | +25.2% |
| 10Y | +321.5% | +512.3% | -190.8% | +119.0% |
| All | +321.5% | +534.3% | -212.9% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling