+589.5%
CSCO vs CNH
+64.7%
+524.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.5% |
| 7D | -0.7% | +23.3% | -24.0% | -6.3% |
| 30D | -10.1% | +33.5% | -43.6% | -17.2% |
| 3M | -15.7% | +32.7% | -48.4% | -22.5% |
| 6M | +36.3% | +22.2% | +14.1% | +27.3% |
| YTD | +43.8% | +57.7% | -13.9% | +24.7% |
| 1Y | +63.9% | +28.0% | +36.0% | +50.1% |
| 3Y | +104.4% | +11.5% | +92.8% | +89.5% |
| 5Y | +111.4% | +11.9% | +99.5% | +89.8% |
| 10Y | +361.7% | +162.8% | +198.9% | +212.0% |
| All | +589.5% | +64.7% | +524.8% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling