+97.5%
CSCO vs CNI
+21.4%
+76.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.1% |
| 7D | +1.9% | +2.5% | -0.6% | +1.3% |
| 30D | -15.8% | +6.1% | -22.0% | -17.0% |
| 3M | -15.4% | +0.1% | -15.5% | -15.4% |
| 6M | -5.4% | +14.9% | -20.3% | -8.7% |
| YTD | +26.5% | +30.9% | -4.4% | +16.4% |
| 1Y | +25.9% | +33.9% | -8.0% | +14.9% |
| 3Y | +97.5% | +20.2% | +77.3% | +77.5% |
| All | +97.5% | +21.4% | +76.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling