+235.6%
CAPR vs RGEN
+15.2%
+220.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.2% |
| 7D | +5.9% | -3.3% | +9.2% | +7.1% |
| 30D | +44.6% | -5.8% | +50.5% | +47.4% |
| 3M | +126.4% | +0.2% | +126.2% | +125.7% |
| 6M | -68.6% | +56.8% | -125.3% | -72.8% |
| YTD | -67.0% | +2.4% | -69.4% | -67.7% |
| 1Y | +65.2% | +11.4% | +53.7% | +57.8% |
| 3Y | +235.6% | +15.2% | +220.4% | +206.6% |
| All | +235.6% | +15.2% | +220.4% | +206.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling