+189,363.8%
CSCO vs RRC
+1,414.2%
+187,949.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.7% |
| 7D | -10.2% | -10.8% | +0.6% | -9.2% |
| 30D | -20.1% | +22.3% | -42.4% | -21.7% |
| 3M | -22.4% | +26.6% | -49.0% | -24.2% |
| 6M | +2.8% | +18.9% | -16.1% | +0.8% |
| YTD | +23.6% | +39.2% | -15.6% | +19.2% |
| 1Y | +34.0% | +34.0% | +0.1% | +29.6% |
| 3Y | +89.3% | +42.0% | +47.2% | +80.5% |
| 5Y | +87.9% | +111.9% | -24.0% | +68.4% |
| 10Y | +314.9% | +62.8% | +252.1% | +243.9% |
| All | +189,363.8% | +1,414.2% | +187,949.6% | +124,838.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling