+335.7%
CSCO vs COST
+755.3%
-419.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +6.6% | +2.5% | +4.1% | +5.4% |
| 30D | -11.3% | +14.6% | -25.9% | -16.9% |
| 3M | -17.3% | +15.2% | -32.5% | -22.9% |
| 6M | +3.5% | +7.2% | -3.7% | -0.7% |
| YTD | +34.9% | +27.4% | +7.5% | +18.2% |
| 1Y | +40.5% | +20.2% | +20.3% | +26.6% |
| 3Y | +109.3% | +96.9% | +12.4% | +40.8% |
| 5Y | +105.9% | +122.8% | -16.9% | +26.2% |
| All | +335.7% | +755.3% | -419.6% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling