+114.8%
CSCO vs RSG
+90.2%
+24.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.7% | +3.7% | -14.4% | -11.8% |
| 3M | -8.7% | +6.2% | -14.9% | -11.0% |
| 6M | +44.9% | -2.8% | +47.7% | +45.9% |
| YTD | +44.1% | +5.9% | +38.2% | +40.0% |
| 1Y | +65.9% | -1.8% | +67.6% | +66.2% |
| 3Y | +109.0% | +57.5% | +51.5% | +64.7% |
| 5Y | +114.8% | +91.1% | +23.7% | +49.3% |
| All | +114.8% | +90.2% | +24.6% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling