+2,073.7%
CSCO vs RMBS
+1,284.9%
+788.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -3.0% | -5.7% |
| 7D | +1.9% | +10.3% | -8.4% | +0.1% |
| 30D | -15.8% | -10.7% | -5.1% | -14.4% |
| 3M | -15.4% | -17.2% | +1.8% | -13.1% |
| 6M | -5.4% | -39.0% | +33.6% | +1.4% |
| YTD | +26.5% | -10.5% | +37.0% | +23.3% |
| 1Y | +25.9% | -11.0% | +36.9% | +22.7% |
| 3Y | +97.5% | +31.3% | +66.2% | +68.6% |
| 5Y | +93.0% | +242.8% | -149.7% | +34.3% |
| 10Y | +308.6% | +536.9% | -228.3% | +147.8% |
| All | +2,073.7% | +1,284.9% | +788.8% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling