+89.3%
CSCO vs CNP
+60.3%
+29.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -10.2% | -4.2% | -6.0% | -9.7% |
| 30D | -20.1% | +5.5% | -25.6% | -20.7% |
| 3M | -22.4% | +0.6% | -22.9% | -22.5% |
| 6M | +2.8% | -2.8% | +5.6% | +2.8% |
| YTD | +23.6% | +7.9% | +15.8% | +21.2% |
| 1Y | +34.0% | +6.7% | +27.4% | +31.6% |
| 3Y | +89.3% | +61.1% | +28.1% | +69.9% |
| All | +89.3% | +60.3% | +29.0% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling