+113.3%
CSCO vs COR
+184.0%
-70.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -0.7% | +2.8% | -3.4% | -1.3% |
| 30D | -10.1% | +4.5% | -14.7% | -11.2% |
| 3M | -15.7% | +22.7% | -38.4% | -20.0% |
| 6M | +36.3% | -9.7% | +46.0% | +39.0% |
| YTD | +43.8% | -1.4% | +45.3% | +43.6% |
| 1Y | +63.9% | +13.9% | +50.0% | +57.4% |
| 3Y | +104.4% | +94.0% | +10.4% | +57.7% |
| All | +113.3% | +184.0% | -70.7% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling