+199,826.1%
CSCO vs RGEN
+1,490.6%
+198,335.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.9% |
| 7D | -2.9% | +3.5% | -6.4% | -3.1% |
| 30D | -16.7% | +2.9% | -19.6% | -16.8% |
| 3M | -18.4% | +9.2% | -27.6% | -19.0% |
| 6M | +2.9% | +44.9% | -42.0% | +0.1% |
| YTD | +30.4% | +9.2% | +21.2% | +28.9% |
| 1Y | +41.4% | +25.3% | +16.1% | +38.4% |
| 3Y | +104.7% | +21.7% | +82.9% | +98.2% |
| 5Y | +96.9% | -34.5% | +131.5% | +95.1% |
| 10Y | +321.5% | +478.9% | -157.4% | +262.2% |
| All | +199,826.1% | +1,490.6% | +198,335.5% | +115,894.3% |
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