+15,232.8%
CAH vs RGEN
+1,576.0%
+13,656.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +5.4% | -4.9% | +10.3% | +5.6% |
| 30D | +3.3% | +5.7% | -2.4% | +3.1% |
| 3M | +22.8% | +32.4% | -9.6% | +21.5% |
| 6M | +11.3% | +33.2% | -21.9% | +9.9% |
| YTD | +21.1% | +2.3% | +18.9% | +20.7% |
| 1Y | +67.2% | +39.0% | +28.2% | +64.7% |
| 3Y | +195.6% | -4.6% | +200.3% | +192.4% |
| 5Y | +413.8% | -42.7% | +456.5% | +412.3% |
| 10Y | +309.6% | +433.6% | -124.0% | +275.8% |
| All | +15,232.8% | +1,576.0% | +13,656.8% | +10,578.4% |
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