+168.0%
CSCO vs CPNG
-76.2%
+244.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +4.0% |
| 7D | +2.7% | -1.1% | +3.8% | +2.8% |
| 30D | -9.5% | -7.4% | -2.1% | -8.8% |
| 3M | -7.6% | -12.3% | +4.7% | -6.6% |
| 6M | +44.9% | -19.4% | +64.3% | +47.3% |
| YTD | +47.7% | -35.9% | +83.6% | +53.3% |
| 1Y | +69.1% | -53.4% | +122.5% | +80.9% |
| 3Y | +113.5% | -20.0% | +133.5% | +114.4% |
| 5Y | +122.8% | -49.6% | +172.3% | +120.0% |
| All | +168.0% | -76.2% | +244.2% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling