+108.5%
CSCO vs CAH
+184.7%
-76.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -10.1% | +1.7% | -11.8% | -10.4% |
| 3M | -11.7% | +17.9% | -29.6% | -14.6% |
| 6M | +40.1% | +10.9% | +29.2% | +36.6% |
| YTD | +43.8% | +17.9% | +25.9% | +38.9% |
| 1Y | +66.6% | +61.7% | +4.9% | +52.0% |
| 3Y | +108.5% | +183.7% | -75.2% | +78.8% |
| All | +108.5% | +184.7% | -76.2% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling