+42.7%
CAPR vs RGEN
+37.7%
+5.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +119.5% |
| 3M | -65.4% | +34.5% | -99.8% | -68.9% |
| 6M | -67.5% | +40.5% | -108.0% | -71.7% |
| YTD | -68.6% | +2.8% | -71.5% | -68.3% |
| 1Y | +42.7% | +39.6% | +3.0% | +35.7% |
| All | +42.7% | +37.7% | +5.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling