+113.4%
CSCO vs CNC
+5.2%
+108.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | -10.8% | +0.8% | -11.6% | -10.9% |
| 3M | -9.2% | +0.1% | -9.3% | -9.3% |
| 6M | +39.5% | +79.7% | -40.1% | +33.0% |
| YTD | +41.5% | +58.9% | -17.4% | +35.6% |
| 1Y | +61.0% | +109.1% | -48.2% | +49.7% |
| 3Y | +105.2% | 0.0% | +105.2% | +102.4% |
| 5Y | +113.4% | +9.5% | +103.9% | +112.4% |
| All | +113.4% | +5.2% | +108.3% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling