+190,098.4%
CSCO vs CNP
+1,874.2%
+188,224.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -10.2% | -4.2% | -6.0% | -9.5% |
| 30D | -20.1% | +5.5% | -25.6% | -20.9% |
| 3M | -22.1% | +0.6% | -22.6% | -22.2% |
| 6M | +3.2% | -2.8% | +6.0% | +3.5% |
| YTD | +24.1% | +7.9% | +16.2% | +21.9% |
| 1Y | +34.6% | +6.7% | +27.9% | +32.4% |
| 3Y | +90.0% | +61.1% | +28.9% | +71.9% |
| 5Y | +88.6% | +73.0% | +15.6% | +68.1% |
| 10Y | +316.5% | +141.9% | +174.6% | +240.7% |
| All | +190,098.4% | +1,874.2% | +188,224.1% | +71,637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling