+359.9%
CSCO vs RSG
+425.0%
-65.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.1% |
| 30D | -10.8% | +2.8% | -13.6% | -12.2% |
| 3M | -9.2% | +4.3% | -13.5% | -12.0% |
| 6M | +39.5% | -0.5% | +40.1% | +38.3% |
| YTD | +41.5% | +5.2% | +36.3% | +35.5% |
| 1Y | +61.0% | -2.1% | +63.1% | +60.3% |
| 3Y | +105.2% | +56.5% | +48.7% | +49.0% |
| 5Y | +113.4% | +89.5% | +23.9% | +33.5% |
| All | +359.9% | +425.0% | -65.1% | +50.5% |
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