+114.8%
CSCO vs CAH
+400.5%
-285.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -10.7% | +1.2% | -11.9% | -11.0% |
| 3M | -8.7% | +13.1% | -21.8% | -11.6% |
| 6M | +44.9% | +8.5% | +36.4% | +41.3% |
| YTD | +44.1% | +17.6% | +26.5% | +37.8% |
| 1Y | +65.9% | +60.7% | +5.2% | +46.2% |
| 3Y | +109.0% | +183.2% | -74.2% | +56.0% |
| 5Y | +114.8% | +402.2% | -287.4% | +29.8% |
| All | +114.8% | +400.5% | -285.7% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling