+108.4%
CSCO vs RSG
+57.5%
+50.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | +3.7% | -14.4% | -11.2% |
| 3M | -8.7% | +6.2% | -14.9% | -9.9% |
| 6M | +44.9% | -2.8% | +47.7% | +46.3% |
| YTD | +44.1% | +5.9% | +38.2% | +42.1% |
| 1Y | +65.9% | -1.8% | +67.6% | +67.5% |
| All | +108.4% | +57.5% | +50.9% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling