+368.4%
CSCO vs RMBS
+571.6%
-203.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.8% |
| 30D | -10.7% | -8.6% | -2.1% | -9.1% |
| 3M | -8.7% | -40.3% | +31.6% | +0.8% |
| 6M | +44.9% | -1.0% | +45.9% | +39.9% |
| YTD | +44.1% | -4.6% | +48.7% | +38.0% |
| 1Y | +65.9% | +17.6% | +48.3% | +47.5% |
| 3Y | +109.0% | +58.6% | +50.4% | +57.5% |
| 5Y | +114.8% | +270.9% | -156.2% | +13.2% |
| All | +368.4% | +571.6% | -203.3% | +78.5% |
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