+88.1%
CSCO vs CNH
-14.7%
+102.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.7% | -2.5% |
| 7D | -10.2% | -1.7% | -8.5% | -9.8% |
| 30D | -20.1% | -7.2% | -12.8% | -18.9% |
| 3M | -22.4% | +6.5% | -28.9% | -24.1% |
| 6M | +2.8% | +7.9% | -5.1% | -0.2% |
| YTD | +23.6% | +26.6% | -3.0% | +14.8% |
| 1Y | +34.0% | +13.8% | +20.3% | +27.4% |
| 3Y | +89.3% | +9.2% | +80.1% | +77.3% |
| All | +88.1% | -14.7% | +102.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling