+591.8%
CAG vs RGEN
+1,585.3%
-993.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -5.3% | -0.9% | -4.4% | -5.3% |
| 30D | +1.0% | +2.8% | -1.8% | +0.9% |
| 3M | +17.4% | +34.5% | -17.1% | +16.8% |
| 6M | -16.8% | +40.5% | -57.3% | -17.3% |
| YTD | -6.8% | +2.8% | -9.6% | -6.9% |
| 1Y | -15.4% | +39.6% | -55.0% | -15.9% |
| 3Y | -37.1% | +4.4% | -41.5% | -37.4% |
| 5Y | -41.3% | -42.8% | +1.5% | -41.3% |
| 10Y | -35.5% | +406.7% | -442.2% | -37.5% |
| All | +591.8% | +1,585.3% | -993.5% | +542.6% |
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