-97.9%
CAPR vs RGEN
+4,933.0%
-5,030.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -2.0% | -4.9% | +2.9% | -1.2% |
| 30D | +139.2% | +5.7% | +133.5% | +137.0% |
| 3M | -66.4% | +32.4% | -98.8% | -68.0% |
| 6M | -63.1% | +33.2% | -96.3% | -65.1% |
| YTD | -67.4% | +2.3% | -69.7% | -67.8% |
| 1Y | +58.2% | +39.0% | +19.3% | +48.4% |
| 3Y | +42.2% | -4.6% | +46.8% | +37.9% |
| 5Y | +87.3% | -42.7% | +129.9% | +88.9% |
| 10Y | -75.3% | +433.6% | -508.9% | -78.2% |
| All | -97.9% | +4,933.0% | -5,030.9% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling