+114.0%
CSCO vs RIG
+52.4%
+61.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -0.5% | -2.7% | +2.2% | -0.3% |
| 30D | -10.1% | +9.5% | -19.6% | -10.9% |
| 3M | -11.7% | -6.6% | -5.1% | -11.4% |
| 6M | +40.1% | -2.9% | +43.0% | +39.9% |
| YTD | +43.8% | +39.5% | +4.3% | +39.0% |
| 1Y | +66.6% | +82.3% | -15.7% | +56.7% |
| 3Y | +108.5% | -29.6% | +138.1% | +106.1% |
| 5Y | +114.0% | +63.2% | +50.8% | +90.3% |
| All | +114.0% | +52.4% | +61.6% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 5y: compounded portfolio wealth divided by compounded RIG 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…
5y analysis · Full analysis span regression · 6 months rolling