+45.9%
CSCO vs RNG
+179.4%
-133.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | -6.1% | -9.6% | +3.5% | -5.8% |
| 30D | -8.2% | -1.4% | -6.8% | -8.1% |
| 3M | -14.6% | +28.8% | -43.3% | -15.0% |
| 6M | +12.7% | +65.6% | -52.9% | +10.9% |
| YTD | +37.0% | +171.4% | -134.4% | +33.3% |
| 1Y | +45.9% | +185.3% | -139.4% | +40.4% |
| All | +45.9% | +179.4% | -133.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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