-39.7%
CAG vs RGEN
+2.2%
-41.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -5.7% | -1.4% | -4.2% | -5.6% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +9.8% | +23.9% | -14.1% | +8.4% |
| 6M | -10.8% | +38.5% | -49.4% | -12.6% |
| YTD | -10.8% | +0.8% | -11.6% | -11.3% |
| 1Y | -19.0% | +38.2% | -57.2% | -20.9% |
| 3Y | -39.7% | +1.3% | -41.0% | -39.7% |
| All | -39.7% | +2.2% | -41.9% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling