+639.7%
CEG vs RGEN
-11.1%
+650.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +6.7% | -0.9% | +7.6% | +6.8% |
| 30D | +11.0% | +2.8% | +8.1% | +10.4% |
| 3M | +19.5% | +34.5% | -15.0% | +12.9% |
| 6M | -5.9% | +40.5% | -46.3% | -12.2% |
| YTD | -15.0% | +2.8% | -17.8% | -16.3% |
| 1Y | +0.6% | +39.6% | -39.0% | -6.3% |
| 3Y | +180.6% | +4.4% | +176.2% | +165.8% |
| All | +639.7% | -11.1% | +650.8% | +587.0% |
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