+795.9%
CSCO vs CNC
+5,537.6%
-4,741.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | -0.7% | +3.5% | -4.2% | -1.3% |
| 30D | -10.1% | +0.1% | -10.2% | -10.2% |
| 3M | -15.7% | +6.9% | -22.6% | -16.9% |
| 6M | +36.3% | +49.0% | -12.7% | +25.4% |
| YTD | +43.8% | +62.9% | -19.1% | +29.7% |
| 1Y | +63.9% | +134.0% | -70.1% | +36.9% |
| 3Y | +104.4% | +9.4% | +94.9% | +88.3% |
| 5Y | +111.4% | +4.1% | +107.2% | +94.3% |
| 10Y | +361.7% | +95.4% | +266.3% | +264.4% |
| All | +795.9% | +5,537.6% | -4,741.6% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling