-64.7%
CAPR vs RGEN
+508.6%
-573.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.4% |
| 7D | +36.0% | +3.5% | +32.6% | +34.8% |
| 30D | +25.8% | +2.9% | +22.9% | +24.7% |
| 3M | +140.8% | +9.2% | +131.7% | +132.6% |
| 6M | -67.6% | +44.9% | -112.5% | -72.0% |
| YTD | -65.9% | +9.2% | -75.1% | -67.7% |
| 1Y | +66.1% | +25.3% | +40.8% | +49.8% |
| 3Y | +256.9% | +21.7% | +235.1% | +203.9% |
| 5Y | +172.1% | -34.5% | +206.6% | +167.2% |
| 10Y | -64.7% | +478.9% | -543.6% | -81.8% |
| All | -64.7% | +508.6% | -573.3% | -81.8% |
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