+144.6%
CAPR vs RGEN
-35.1%
+179.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.8% |
| 7D | +41.1% | -1.9% | +43.0% | +41.9% |
| 30D | +11.1% | +3.7% | +7.4% | +9.9% |
| 3M | +115.3% | +8.8% | +106.5% | +109.2% |
| 6M | -73.8% | +38.0% | -111.8% | -76.5% |
| YTD | -68.8% | +5.9% | -74.7% | -69.9% |
| 1Y | +43.3% | +19.7% | +23.6% | +33.5% |
| 3Y | +214.7% | +20.5% | +194.2% | +178.0% |
| All | +144.6% | -35.1% | +179.7% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling