+98.3%
CSCO vs RMBS
+230.6%
-132.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -8.4% | +3.7% | -3.5% |
| 30D | -17.1% | -24.9% | +7.8% | -13.6% |
| 3M | -19.6% | -15.8% | -3.8% | -17.9% |
| 6M | +2.4% | -37.5% | +39.9% | +8.4% |
| YTD | +29.8% | -12.1% | +41.9% | +27.6% |
| 1Y | +38.7% | -27.0% | +65.6% | +39.8% |
| 3Y | +101.3% | +28.8% | +72.5% | +73.3% |
| All | +98.3% | +230.6% | -132.3% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling