+45.9%
CSCO vs CAH
+38.5%
+7.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -2.9% | +0.1% |
| 7D | -6.1% | +7.0% | -13.1% | -7.0% |
| 30D | -8.2% | +12.4% | -20.5% | -10.0% |
| 3M | -14.6% | +12.2% | -26.7% | -16.4% |
| 6M | +12.7% | +33.2% | -20.5% | +4.1% |
| YTD | +37.0% | +28.4% | +8.6% | +29.1% |
| 1Y | +45.9% | +35.0% | +10.9% | +37.0% |
| All | +45.9% | +38.5% | +7.4% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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