+398.3%
CAH vs RGEN
-44.2%
+442.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | -5.1% | -2.9% | -2.2% | -5.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | +9.4% | +25.9% | -16.6% | +8.7% |
| 6M | +9.2% | +35.2% | -26.0% | +8.4% |
| YTD | +15.7% | +0.5% | +15.2% | +15.5% |
| 1Y | +59.7% | +37.0% | +22.8% | +58.0% |
| 3Y | +178.5% | +2.0% | +176.4% | +175.0% |
| 5Y | +398.3% | -44.2% | +442.4% | +372.2% |
| All | +398.3% | -44.2% | +442.5% | +372.2% |
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