+639.5%
CEG vs RGEN
-11.6%
+651.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.1% |
| 7D | +8.0% | -4.9% | +12.9% | +8.9% |
| 30D | +12.9% | +5.7% | +7.3% | +11.8% |
| 3M | +13.2% | +32.4% | -19.3% | +7.2% |
| 6M | -7.0% | +33.2% | -40.2% | -12.4% |
| YTD | -15.0% | +2.3% | -17.3% | -16.3% |
| 1Y | -2.7% | +39.0% | -41.7% | -9.3% |
| 3Y | +184.1% | -4.6% | +188.7% | +174.2% |
| All | +639.5% | -11.6% | +651.0% | +587.5% |
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