+40.5%
CSCO vs COR
-3.3%
+43.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +6.6% | +2.9% | +3.7% | +6.0% |
| 30D | -11.3% | +5.8% | -17.2% | -12.1% |
| 3M | -17.3% | +11.4% | -28.8% | -18.8% |
| 6M | +3.5% | +34.5% | -30.9% | -3.6% |
| YTD | +34.9% | +4.1% | +30.8% | +37.9% |
| 1Y | +40.5% | -3.1% | +43.6% | +43.4% |
| All | +40.5% | -3.3% | +43.8% | +43.4% |
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