+592.5%
CSCO vs RNG
+327.7%
+264.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.0% |
| 7D | -0.7% | +5.8% | -6.4% | -1.4% |
| 30D | -10.1% | +19.6% | -29.7% | -12.4% |
| 3M | -15.7% | +67.0% | -82.7% | -21.9% |
| 6M | +36.3% | +88.4% | -52.1% | +23.2% |
| YTD | +43.8% | +155.5% | -111.7% | +23.2% |
| 1Y | +63.9% | +141.7% | -77.7% | +41.0% |
| 3Y | +104.4% | +131.1% | -26.7% | +71.9% |
| 5Y | +111.4% | -70.6% | +181.9% | +126.9% |
| 10Y | +361.7% | +228.2% | +133.5% | +211.0% |
| All | +592.5% | +327.7% | +264.7% | +344.1% |
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