+359.9%
CSCO vs COST
+609.8%
-249.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.1% | -2.5% | +1.4% | +0.1% |
| 30D | -10.8% | -4.4% | -6.3% | -9.0% |
| 3M | -9.2% | -8.1% | -1.1% | -6.1% |
| 6M | +39.5% | -9.2% | +48.8% | +44.9% |
| YTD | +41.5% | +5.1% | +36.4% | +36.0% |
| 1Y | +61.0% | -5.1% | +66.1% | +62.4% |
| 3Y | +105.2% | +70.4% | +34.9% | +47.5% |
| 5Y | +113.4% | +104.7% | +8.7% | +34.3% |
| All | +359.9% | +609.8% | -249.9% | +58.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling