+1,110.1%
CCI vs RGEN
+13,323.2%
-12,213.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +2.5% | -3.3% | +5.8% | +2.8% |
| 30D | +14.4% | -5.8% | +20.3% | +14.9% |
| 3M | +21.7% | +0.2% | +21.5% | +21.3% |
| 6M | +4.0% | +56.8% | -52.7% | -0.7% |
| YTD | +6.2% | +2.4% | +3.8% | +5.0% |
| 1Y | +5.4% | +11.4% | -6.0% | +3.4% |
| 3Y | +11.7% | +15.2% | -3.4% | +7.0% |
| 5Y | -35.6% | -35.1% | -0.5% | -36.4% |
| 10Y | +68.7% | +419.6% | -350.9% | +37.2% |
| All | +1,110.1% | +13,323.2% | -12,213.1% | +645.2% |
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