+91.5%
CSCO vs CNH
-17.7%
+109.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.1% |
| 7D | +1.9% | +3.0% | -1.1% | +1.2% |
| 30D | -15.8% | -0.6% | -15.3% | -15.9% |
| 3M | -15.4% | +14.6% | -30.0% | -18.7% |
| 6M | -5.4% | +11.8% | -17.2% | -9.0% |
| YTD | +26.5% | +30.4% | -4.0% | +16.4% |
| 1Y | +25.9% | +19.1% | +6.8% | +18.4% |
| 3Y | +97.5% | +30.2% | +67.4% | +77.3% |
| All | +91.5% | -17.7% | +109.2% | +87.5% |
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