-98.0%
CAPR vs RGEN
+5,109.9%
-5,207.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +4.2% |
| 7D | +41.1% | -1.9% | +43.0% | +41.6% |
| 30D | +11.1% | +3.7% | +7.4% | +10.4% |
| 3M | +115.3% | +8.8% | +106.5% | +111.9% |
| 6M | -73.8% | +38.0% | -111.8% | -75.4% |
| YTD | -68.8% | +5.9% | -74.7% | -69.4% |
| 1Y | +43.3% | +19.7% | +23.6% | +37.6% |
| 3Y | +214.7% | +20.5% | +194.2% | +194.9% |
| 5Y | +141.3% | -35.0% | +176.3% | +138.8% |
| 10Y | -67.0% | +540.9% | -607.9% | -71.3% |
| All | -98.0% | +5,109.9% | -5,207.9% | -97.3% |
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