+206,635.5%
CSCO vs CAH
+19,292.6%
+187,342.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +6.6% | +3.9% | +2.7% | +5.4% |
| 30D | -11.3% | +16.0% | -27.4% | -15.3% |
| 3M | -17.3% | +19.1% | -36.4% | -21.8% |
| 6M | +3.5% | +53.0% | -49.5% | -9.3% |
| YTD | +34.9% | +36.6% | -1.7% | +21.7% |
| 1Y | +40.5% | +37.4% | +3.1% | +26.5% |
| 3Y | +109.3% | +178.8% | -69.6% | +49.8% |
| 5Y | +105.9% | +498.6% | -392.7% | +15.4% |
| 10Y | +335.8% | +413.1% | -77.3% | +141.9% |
| All | +206,635.5% | +19,292.6% | +187,342.9% | +35,999.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling