-77.4%
CAPR vs RGEN
+406.9%
-484.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -9.5% | -0.9% | -8.6% | -9.2% |
| 30D | +121.5% | +2.8% | +118.7% | +119.4% |
| 3M | -65.4% | +34.5% | -99.8% | -69.0% |
| 6M | -67.5% | +40.5% | -108.0% | -71.6% |
| YTD | -68.6% | +2.8% | -71.5% | -69.5% |
| 1Y | +42.7% | +39.6% | +3.0% | +23.9% |
| 3Y | +43.4% | +4.4% | +38.9% | +28.4% |
| 5Y | +86.0% | -42.8% | +128.8% | +92.9% |
| 10Y | -77.4% | +406.7% | -484.1% | -85.8% |
| All | -77.4% | +406.9% | -484.3% | -85.8% |
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