+34.8%
CF vs RGEN
+19.5%
+15.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -6.9% | -3.5% | -3.4% | -7.4% |
| 30D | -3.7% | -6.0% | +2.2% | -4.6% |
| 3M | -5.0% | +19.0% | -23.9% | -0.9% |
| 6M | -10.5% | +50.7% | -61.2% | -0.8% |
| YTD | +46.5% | +8.8% | +37.8% | +66.1% |
| 1Y | +34.8% | +21.3% | +13.5% | +49.0% |
| All | +34.8% | +19.5% | +15.3% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling