+45.9%
CSCO vs GEN
+20.2%
+25.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.5% |
| 7D | -6.1% | +26.9% | -32.9% | -7.1% |
| 30D | -8.2% | +38.6% | -46.8% | -9.9% |
| 3M | -14.6% | +9.7% | -24.3% | -14.6% |
| 6M | +12.7% | +58.9% | -46.2% | +5.6% |
| YTD | +37.0% | +15.3% | +21.7% | +34.2% |
| 1Y | +45.9% | +21.8% | +24.1% | +42.7% |
| All | +45.9% | +20.2% | +25.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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