-42.6%
CAG vs RGEN
-44.2%
+1.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -5.9% | -2.9% | -3.0% | -5.8% |
| 30D | -1.5% | -0.1% | -1.5% | -1.5% |
| 3M | +11.5% | +25.9% | -14.5% | +10.5% |
| 6M | -15.7% | +35.2% | -50.9% | -16.7% |
| YTD | -10.2% | +0.5% | -10.7% | -10.5% |
| 1Y | -18.1% | +37.0% | -55.0% | -19.2% |
| 3Y | -39.4% | +2.0% | -41.4% | -40.3% |
| 5Y | -42.6% | -44.2% | +1.6% | -45.5% |
| All | -42.6% | -44.2% | +1.6% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling