+134.0%
CSCO vs GEV
+722.5%
-588.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | +3.3% | -4.0% | -1.2% |
| 30D | -10.1% | -7.5% | -2.7% | -9.1% |
| 3M | -15.7% | -2.2% | -13.5% | -15.8% |
| 6M | +36.3% | +12.1% | +24.2% | +32.3% |
| YTD | +43.8% | +44.4% | -0.6% | +33.8% |
| 1Y | +63.9% | +57.7% | +6.3% | +49.4% |
| All | +134.0% | +722.5% | -588.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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