+2,179.3%
CSCO vs CNI
+6,541.6%
-4,362.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | -2.1% | +1.4% | +0.3% |
| 30D | -10.1% | -3.3% | -6.9% | -8.7% |
| 3M | -15.7% | +3.8% | -19.5% | -17.6% |
| 6M | +36.3% | +12.7% | +23.6% | +27.0% |
| YTD | +43.8% | +26.3% | +17.6% | +25.9% |
| 1Y | +63.9% | +29.9% | +34.0% | +41.0% |
| 3Y | +104.4% | +15.9% | +88.4% | +83.0% |
| 5Y | +111.4% | +6.9% | +104.4% | +94.2% |
| 10Y | +361.7% | +126.8% | +234.9% | +180.9% |
| All | +2,179.3% | +6,541.6% | -4,362.3% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling