+220,352.3%
CSCO vs CNP
+1,826.2%
+218,526.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -10.1% | -1.8% | -8.3% | -9.8% |
| 3M | -15.7% | -4.6% | -11.0% | -15.1% |
| 6M | +36.3% | -8.8% | +45.1% | +38.3% |
| YTD | +43.8% | +5.2% | +38.6% | +42.0% |
| 1Y | +63.9% | +8.3% | +55.6% | +60.8% |
| 3Y | +104.4% | +54.9% | +49.5% | +86.2% |
| 5Y | +111.4% | +73.5% | +37.8% | +88.2% |
| 10Y | +361.7% | +139.1% | +222.5% | +278.6% |
| All | +220,352.3% | +1,826.2% | +218,526.2% | +83,471.1% |
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