+44.9%
CSCO vs COST
-9.4%
+54.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.2% |
| 7D | 0.0% | -2.8% | +2.8% | -0.3% |
| 30D | -10.7% | -5.3% | -5.5% | -11.1% |
| 3M | -8.7% | -6.7% | -2.1% | -8.2% |
| 6M | +44.9% | -9.9% | +54.9% | +46.1% |
| All | +44.9% | -9.4% | +54.3% | +46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling