+113.3%
CSCO vs RRC
+156.2%
-43.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | -10.1% | +10.1% | -20.2% | -11.1% |
| 3M | -15.7% | +4.0% | -19.7% | -16.2% |
| 6M | +36.3% | +1.6% | +34.7% | +35.7% |
| YTD | +43.8% | +19.7% | +24.1% | +40.3% |
| 1Y | +63.9% | +21.4% | +42.5% | +59.3% |
| 3Y | +104.4% | +29.7% | +74.7% | +95.3% |
| All | +113.3% | +156.2% | -43.0% | +88.0% |
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