+508.8%
CSCO vs RNG
+340.1%
+168.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.2% |
| 7D | +1.9% | +4.6% | -2.7% | +1.3% |
| 30D | -15.8% | +0.4% | -16.3% | -15.9% |
| 3M | -15.4% | +11.4% | -26.8% | -16.8% |
| 6M | -5.4% | +95.7% | -101.1% | -14.5% |
| YTD | +26.5% | +162.9% | -136.4% | +7.7% |
| 1Y | +25.9% | +180.3% | -154.4% | +6.2% |
| 3Y | +97.5% | +188.3% | -90.8% | +61.3% |
| 5Y | +93.0% | -72.5% | +165.5% | +110.6% |
| 10Y | +308.6% | +236.7% | +71.9% | +174.2% |
| All | +508.8% | +340.1% | +168.7% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling