+308.5%
CSCO vs RSG
+452.6%
-144.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | +1.9% | +2.5% | -0.6% | +0.7% |
| 30D | -15.8% | +12.7% | -28.6% | -21.2% |
| 3M | -15.4% | +17.9% | -33.3% | -22.8% |
| 6M | -5.4% | +25.0% | -30.4% | -17.2% |
| YTD | +26.5% | +20.8% | +5.6% | +12.1% |
| 1Y | +25.9% | +24.3% | +1.6% | +9.5% |
| 3Y | +97.5% | +65.3% | +32.3% | +40.4% |
| 5Y | +93.0% | +99.1% | -6.0% | +19.3% |
| All | +308.5% | +452.6% | -144.1% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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