+287.5%
CAH vs RGEN
+415.7%
-128.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -5.1% | -1.4% | -3.7% | -5.0% |
| 30D | +0.2% | -0.3% | +0.5% | +0.1% |
| 3M | +6.3% | +23.9% | -17.6% | +3.8% |
| 6M | +9.4% | +38.5% | -29.1% | +5.3% |
| YTD | +15.0% | +0.8% | +14.2% | +14.1% |
| 1Y | +55.4% | +38.2% | +17.2% | +48.7% |
| 3Y | +173.8% | +1.3% | +172.5% | +163.0% |
| 5Y | +395.2% | -44.0% | +439.2% | +402.2% |
| All | +287.5% | +415.7% | -128.2% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling