+366.8%
CSCO vs CNP
+135.4%
+231.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | -0.5% | +1.6% | -2.2% | -1.0% |
| 30D | -10.1% | -0.8% | -9.3% | -9.9% |
| 3M | -11.7% | -3.6% | -8.2% | -11.0% |
| 6M | +40.1% | -6.9% | +47.0% | +42.7% |
| YTD | +43.8% | +6.4% | +37.4% | +40.0% |
| 1Y | +66.6% | +9.9% | +56.7% | +60.2% |
| 3Y | +108.5% | +53.1% | +55.4% | +77.5% |
| 5Y | +114.0% | +72.0% | +42.0% | +74.3% |
| 10Y | +366.8% | +131.5% | +235.3% | +235.9% |
| All | +366.8% | +135.4% | +231.4% | +235.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling