+65.9%
CSCO vs RGEN
+37.5%
+28.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | 0.0% | -4.6% | +4.5% | 0.0% |
| 30D | -10.7% | +1.2% | -11.9% | -10.7% |
| 3M | -8.7% | +26.8% | -35.6% | -9.1% |
| 6M | +44.9% | +29.1% | +15.9% | +45.0% |
| YTD | +44.1% | +0.7% | +43.4% | +47.8% |
| 1Y | +65.9% | +39.1% | +26.8% | +64.9% |
| All | +65.9% | +37.5% | +28.4% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling