+63.9%
CSCO vs CNH
+29.2%
+34.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.1% |
| 7D | -0.7% | +23.3% | -24.0% | -3.9% |
| 30D | -10.1% | +33.5% | -43.6% | -14.2% |
| 3M | -15.7% | +32.7% | -48.4% | -19.5% |
| 6M | +36.3% | +22.2% | +14.1% | +30.0% |
| YTD | +43.8% | +57.7% | -13.9% | +34.8% |
| 1Y | +63.9% | +28.0% | +36.0% | +52.9% |
| All | +63.9% | +29.2% | +34.7% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling