+308.5%
CSCO vs CAH
+418.0%
-109.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.6% |
| 7D | +1.9% | +3.5% | -1.5% | +0.9% |
| 30D | -15.8% | +13.5% | -29.3% | -19.1% |
| 3M | -15.4% | +21.8% | -37.2% | -20.5% |
| 6M | -5.4% | +51.5% | -56.9% | -17.1% |
| YTD | +26.5% | +38.1% | -11.6% | +13.6% |
| 1Y | +25.9% | +37.7% | -11.8% | +13.1% |
| 3Y | +97.5% | +179.6% | -82.1% | +39.4% |
| 5Y | +93.0% | +504.9% | -411.9% | +3.2% |
| All | +308.5% | +418.0% | -109.5% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling