+251.7%
CB vs RGEN
+415.2%
-163.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.9% | -3.3% | +6.2% | +3.1% |
| 30D | +7.3% | -5.8% | +13.2% | +7.6% |
| 3M | +9.4% | +0.2% | +9.2% | +9.1% |
| 6M | +19.6% | +56.8% | -37.1% | +15.7% |
| YTD | +21.5% | +2.4% | +19.1% | +20.5% |
| 1Y | +28.0% | +11.4% | +16.6% | +26.2% |
| 3Y | +74.9% | +15.2% | +59.7% | +68.5% |
| 5Y | +108.1% | -35.1% | +143.2% | +105.0% |
| All | +251.7% | +415.2% | -163.5% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling