+45.9%
CSCO vs CNP
+8.7%
+37.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.4% |
| 7D | -6.1% | -1.3% | -4.7% | -6.2% |
| 30D | -8.2% | +8.7% | -16.9% | -7.8% |
| 3M | -14.6% | -0.7% | -13.9% | -15.1% |
| 6M | +12.7% | -4.2% | +16.9% | +11.7% |
| YTD | +37.0% | +8.9% | +28.1% | +38.9% |
| 1Y | +45.9% | +8.3% | +37.6% | +48.4% |
| All | +45.9% | +8.7% | +37.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling