+980.6%
CSCO vs RSG
+2,015.2%
-1,034.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -0.7% | +0.3% | -0.9% | -0.8% |
| 30D | -10.1% | +7.6% | -17.7% | -12.3% |
| 3M | -15.7% | +7.4% | -23.1% | -18.1% |
| 6M | +36.3% | -3.3% | +39.5% | +36.7% |
| YTD | +43.8% | +6.0% | +37.8% | +40.0% |
| 1Y | +63.9% | -3.7% | +67.6% | +64.4% |
| 3Y | +104.4% | +59.1% | +45.3% | +72.7% |
| 5Y | +111.4% | +89.0% | +22.3% | +68.3% |
| 10Y | +361.7% | +412.5% | -50.8% | +173.2% |
| All | +980.6% | +2,015.2% | -1,034.6% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling