+308.5%
CSCO vs RMBS
+534.0%
-225.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -3.0% | -5.5% |
| 7D | +1.9% | +10.3% | -8.4% | -0.2% |
| 30D | -15.8% | -10.7% | -5.1% | -14.1% |
| 3M | -15.4% | -17.2% | +1.8% | -12.7% |
| 6M | -5.4% | -39.0% | +33.6% | +2.6% |
| YTD | +26.5% | -10.5% | +37.0% | +21.8% |
| 1Y | +25.9% | -11.0% | +36.9% | +21.1% |
| 3Y | +97.5% | +31.3% | +66.2% | +56.9% |
| 5Y | +93.0% | +242.8% | -149.7% | +2.9% |
| All | +308.5% | +534.0% | -225.5% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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