+321.5%
CSCO vs RRC
+63.1%
+258.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.1% |
| 7D | -2.9% | -10.3% | +7.4% | -1.7% |
| 30D | -16.7% | +19.5% | -36.1% | -18.4% |
| 3M | -18.4% | +27.9% | -46.4% | -20.8% |
| 6M | +2.9% | +21.2% | -18.2% | +0.4% |
| YTD | +30.4% | +39.6% | -9.1% | +24.9% |
| 1Y | +41.4% | +31.3% | +10.1% | +36.2% |
| 3Y | +104.7% | +51.9% | +52.7% | +92.1% |
| 5Y | +96.9% | +110.2% | -13.2% | +73.4% |
| 10Y | +321.5% | +56.7% | +264.8% | +198.7% |
| All | +321.5% | +63.1% | +258.4% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling