+359.9%
CSCO vs CAH
+297.3%
+62.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.3% |
| 7D | -1.1% | -5.1% | +4.0% | +0.4% |
| 30D | -10.8% | -1.8% | -9.0% | -10.4% |
| 3M | -9.2% | +9.4% | -18.6% | -11.8% |
| 6M | +39.5% | +9.2% | +30.3% | +35.2% |
| YTD | +41.5% | +15.7% | +25.8% | +34.5% |
| 1Y | +61.0% | +59.7% | +1.2% | +38.0% |
| 3Y | +105.2% | +178.5% | -73.3% | +45.6% |
| 5Y | +113.4% | +398.3% | -284.8% | +23.2% |
| All | +359.9% | +297.3% | +62.6% | +153.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling