+471.5%
CF vs RGEN
+415.2%
+56.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | +4.8% | -3.3% | +8.1% | +5.1% |
| 30D | +4.7% | -5.8% | +10.6% | +5.1% |
| 3M | +7.4% | +0.2% | +7.2% | +6.9% |
| 6M | +0.6% | +56.8% | -56.2% | -4.6% |
| YTD | +64.1% | +2.4% | +61.7% | +62.2% |
| 1Y | +51.4% | +11.4% | +40.0% | +47.9% |
| 3Y | +67.8% | +15.2% | +52.6% | +58.6% |
| 5Y | +114.1% | -35.1% | +149.2% | +111.5% |
| All | +471.5% | +415.2% | +56.3% | +245.1% |
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