+308.5%
CSCO vs COST
+766.3%
-457.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.5% | -6.8% |
| 7D | +1.9% | +5.0% | -3.1% | -0.3% |
| 30D | -15.8% | +12.8% | -28.7% | -20.6% |
| 3M | -15.4% | +15.2% | -30.6% | -21.1% |
| 6M | -5.4% | +7.4% | -12.8% | -9.3% |
| YTD | +26.5% | +29.0% | -2.6% | +10.1% |
| 1Y | +25.9% | +20.3% | +5.6% | +13.4% |
| 3Y | +97.5% | +99.0% | -1.5% | +32.3% |
| 5Y | +93.0% | +125.7% | -32.7% | +17.6% |
| All | +308.5% | +766.3% | -457.8% | +27.8% |
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 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