+22.4%
CCI vs RGEN
+415.7%
-393.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -0.3% | -1.4% | +1.2% | -0.1% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | -16.9% | +23.9% | -40.8% | -19.8% |
| 6M | -11.5% | +38.5% | -50.1% | -16.4% |
| YTD | -12.8% | +0.8% | -13.6% | -13.8% |
| 1Y | -17.1% | +38.2% | -55.3% | -22.1% |
| 3Y | -9.6% | +1.3% | -10.9% | -14.4% |
| 5Y | -48.9% | -44.0% | -4.9% | -48.7% |
| All | +22.4% | +415.7% | -393.3% | -3.3% |
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 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