+61.0%
CSCO vs RVMD
+396.9%
-336.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.8% |
| 7D | -1.1% | -3.6% | +2.5% | -1.1% |
| 30D | -10.8% | -1.1% | -9.7% | -10.8% |
| 3M | -9.2% | +41.0% | -50.3% | -8.6% |
| 6M | +39.5% | +105.7% | -66.2% | +40.8% |
| YTD | +41.5% | +155.3% | -113.8% | +42.1% |
| 1Y | +61.0% | +402.7% | -341.8% | +60.4% |
| All | +61.0% | +396.9% | -336.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling