+25.9%
CSCO vs COST
+21.4%
+4.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.5% | -6.0% |
| 7D | +1.9% | +5.0% | -3.1% | +2.8% |
| 30D | -15.8% | +12.8% | -28.7% | -14.1% |
| 3M | -15.4% | +15.2% | -30.6% | -13.5% |
| 6M | -5.4% | +7.4% | -12.8% | -2.8% |
| YTD | +26.5% | +29.0% | -2.6% | +32.6% |
| 1Y | +25.9% | +20.3% | +5.6% | +31.1% |
| All | +25.9% | +21.4% | +4.5% | +31.1% |
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 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