+198,812.9%
CSCO vs RGEN
+1,446.5%
+197,366.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | -4.7% | -2.4% | -2.3% | -4.5% |
| 30D | -17.1% | +0.1% | -17.2% | -17.1% |
| 3M | -19.6% | +6.6% | -26.2% | -20.1% |
| 6M | +2.4% | +40.9% | -38.5% | -0.3% |
| YTD | +29.8% | +6.2% | +23.6% | +28.5% |
| 1Y | +38.7% | +19.4% | +19.2% | +36.2% |
| 3Y | +101.3% | +17.9% | +83.4% | +95.4% |
| 5Y | +94.8% | -34.0% | +128.9% | +93.0% |
| 10Y | +324.2% | +453.9% | -129.7% | +265.5% |
| All | +198,812.9% | +1,446.5% | +197,366.4% | +115,511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling