+308.5%
CSCO vs COR
+486.2%
-177.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.0% | -9.2% | -7.2% |
| 7D | +1.9% | +7.8% | -5.9% | -0.6% |
| 30D | -15.8% | +7.0% | -22.8% | -17.7% |
| 3M | -15.4% | +16.3% | -31.6% | -19.6% |
| 6M | -5.4% | +41.3% | -46.7% | -16.4% |
| YTD | +26.5% | +7.1% | +19.3% | +21.9% |
| 1Y | +25.9% | -0.8% | +26.7% | +24.5% |
| 3Y | +97.5% | +85.0% | +12.6% | +52.1% |
| 5Y | +93.0% | +203.9% | -110.8% | +20.9% |
| All | +308.5% | +486.2% | -177.7% | +101.1% |
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