+114.8%
CSCO vs RMBS
+269.8%
-155.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.6% |
| 30D | -10.7% | -8.6% | -2.1% | -9.5% |
| 3M | -8.7% | -40.3% | +31.6% | -2.1% |
| 6M | +44.9% | -1.0% | +45.9% | +42.1% |
| YTD | +44.1% | -4.6% | +48.7% | +40.5% |
| 1Y | +65.9% | +17.6% | +48.3% | +53.6% |
| 3Y | +109.0% | +58.6% | +50.4% | +72.9% |
| 5Y | +114.8% | +270.9% | -156.2% | +34.8% |
| All | +114.8% | +269.8% | -155.1% | +34.8% |
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