+88.1%
CSCO vs RRC
+110.6%
-22.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.6% |
| 7D | -10.2% | -10.8% | +0.6% | -8.9% |
| 30D | -20.1% | +22.3% | -42.4% | -22.0% |
| 3M | -22.4% | +26.6% | -49.0% | -24.7% |
| 6M | +2.8% | +18.9% | -16.1% | +0.4% |
| YTD | +23.6% | +39.2% | -15.6% | +18.1% |
| 1Y | +34.0% | +34.0% | +0.1% | +28.6% |
| 3Y | +89.3% | +42.0% | +47.2% | +78.4% |
| All | +88.1% | +110.6% | -22.6% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling