+2.3%
CSCO vs COST
+8.8%
-6.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.6% | +3.3% |
| 7D | -2.8% | +3.9% | -6.7% | -1.5% |
| 30D | -12.6% | +13.5% | -26.2% | -9.1% |
| 3M | -16.0% | +15.3% | -31.4% | -12.4% |
| All | +2.3% | +8.8% | -6.6% | +8.9% |
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