+6,699.3%
CSCO vs COR
+17,684.4%
-10,985.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -10.2% | +0.8% | -11.0% | -10.3% |
| 30D | -20.1% | +5.1% | -25.2% | -21.0% |
| 3M | -22.4% | +2.8% | -25.2% | -23.0% |
| 6M | +2.8% | +32.5% | -29.7% | -4.1% |
| YTD | +23.6% | -0.7% | +24.3% | +22.6% |
| 1Y | +34.0% | -6.7% | +40.7% | +34.8% |
| 3Y | +89.3% | +73.7% | +15.5% | +63.0% |
| 5Y | +87.9% | +177.9% | -90.0% | +44.6% |
| 10Y | +314.9% | +533.8% | -218.8% | +161.3% |
| All | +6,699.3% | +17,684.4% | -10,985.1% | +2,007.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling