+45.9%
CSCO vs COST
+12.8%
+33.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +1.0% |
| 7D | -6.1% | +6.6% | -12.7% | -5.2% |
| 30D | -8.2% | +13.5% | -21.6% | -6.8% |
| 3M | -14.6% | +10.6% | -25.1% | -13.5% |
| 6M | +12.7% | +3.6% | +9.1% | +14.5% |
| YTD | +37.0% | +22.1% | +14.9% | +39.9% |
| 1Y | +45.9% | +11.9% | +34.0% | +53.8% |
| All | +45.9% | +12.8% | +33.1% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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