+359.9%
CSCO vs CNC
+96.8%
+263.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.2% |
| 7D | -1.1% | -3.9% | +2.8% | -0.4% |
| 30D | -10.8% | +0.8% | -11.6% | -11.0% |
| 3M | -9.2% | +0.1% | -9.3% | -9.5% |
| 6M | +39.5% | +79.7% | -40.1% | +24.6% |
| YTD | +41.5% | +58.9% | -17.4% | +28.2% |
| 1Y | +61.0% | +109.1% | -48.2% | +36.8% |
| 3Y | +105.2% | 0.0% | +105.2% | +94.0% |
| 5Y | +113.4% | +9.5% | +103.9% | +92.6% |
| All | +359.9% | +96.8% | +263.0% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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