+377.3%
CSCO vs RGEN
+402.3%
-24.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | 0.0% | -4.6% | +4.5% | +0.7% |
| 30D | -10.7% | +1.2% | -11.9% | -11.0% |
| 3M | -8.7% | +26.8% | -35.6% | -12.5% |
| 6M | +44.9% | +29.1% | +15.9% | +37.8% |
| YTD | +44.1% | +0.7% | +43.4% | +42.5% |
| 1Y | +65.9% | +39.1% | +26.8% | +54.9% |
| 3Y | +109.0% | +2.2% | +106.8% | +97.4% |
| 5Y | +114.8% | -44.0% | +158.7% | +117.2% |
| 10Y | +377.3% | +412.7% | -35.4% | +189.8% |
| All | +377.3% | +402.3% | -24.9% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling