+69.1%
CSCO vs CAH
+57.9%
+11.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | +2.7% | -5.1% | +7.8% | +3.5% |
| 30D | -9.5% | +0.2% | -9.7% | -9.5% |
| 3M | -7.6% | +6.3% | -13.9% | -8.8% |
| 6M | +44.9% | +9.4% | +35.5% | +41.2% |
| YTD | +47.7% | +15.0% | +32.7% | +43.6% |
| 1Y | +69.1% | +55.4% | +13.6% | +59.7% |
| All | +69.1% | +57.9% | +11.2% | +59.7% |
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 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