+40.5%
CSCO vs RMBS
-20.9%
+61.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +6.6% | +21.9% | -15.4% | +3.1% |
| 30D | -11.3% | -13.4% | +2.1% | -9.7% |
| 3M | -17.3% | -15.9% | -1.5% | -15.7% |
| 6M | +3.5% | -34.8% | +38.3% | +8.9% |
| YTD | +34.9% | -7.5% | +42.4% | +33.9% |
| 1Y | +40.5% | -16.9% | +57.3% | +40.7% |
| All | +40.5% | -20.9% | +61.4% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling