+943.4%
CSCO vs RSP
+1,165.1%
-221.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +1.9% |
| 7D | -2.8% | -0.3% | -2.4% | -2.3% |
| 30D | -12.6% | +4.4% | -17.1% | -16.1% |
| 3M | -16.0% | +1.3% | -17.3% | -17.0% |
| 6M | +2.8% | +10.0% | -7.1% | -5.9% |
| YTD | +33.2% | +17.6% | +15.6% | +14.5% |
| 1Y | +43.1% | +19.2% | +23.9% | +21.3% |
| 3Y | +106.7% | +66.0% | +40.6% | +27.6% |
| 5Y | +103.6% | +50.4% | +53.1% | +36.7% |
| 10Y | +330.5% | +215.7% | +114.8% | +40.5% |
| All | +943.4% | +1,165.1% | -221.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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