+17,377.4%
CAH vs RGEN
+1,577.9%
+15,799.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +3.5% | -3.3% | +6.7% | +3.6% |
| 30D | +13.5% | -5.8% | +19.3% | +13.7% |
| 3M | +21.8% | +0.2% | +21.7% | +21.7% |
| 6M | +51.5% | +56.8% | -5.2% | +48.8% |
| YTD | +38.1% | +2.4% | +35.7% | +37.5% |
| 1Y | +37.7% | +11.4% | +26.3% | +36.7% |
| 3Y | +179.6% | +15.2% | +164.4% | +174.7% |
| 5Y | +504.9% | -35.1% | +540.0% | +500.2% |
| 10Y | +418.6% | +419.6% | -1.1% | +375.7% |
| All | +17,377.4% | +1,577.9% | +15,799.5% | +12,059.4% |
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