+108.1%
CSCO vs CNP
+55.3%
+52.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | -10.1% | -1.8% | -8.3% | -9.9% |
| 3M | -15.7% | -4.6% | -11.0% | -15.4% |
| 6M | +36.3% | -8.8% | +45.1% | +37.8% |
| YTD | +43.8% | +5.2% | +38.6% | +41.7% |
| 1Y | +63.9% | +8.3% | +55.6% | +60.4% |
| All | +108.1% | +55.3% | +52.9% | +89.5% |
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