+108.5%
CSCO vs RMBS
+55.1%
+53.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.5% | +3.0% | -3.5% | -0.9% |
| 30D | -10.1% | -14.4% | +4.3% | -8.2% |
| 3M | -11.7% | -42.8% | +31.1% | -5.5% |
| 6M | +40.1% | -1.4% | +41.5% | +38.1% |
| YTD | +43.8% | -5.4% | +49.2% | +41.2% |
| 1Y | +66.6% | +18.6% | +48.0% | +55.9% |
| 3Y | +108.5% | +57.3% | +51.2% | +75.2% |
| All | +108.5% | +55.1% | +53.4% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling