+73.0%
CF vs RGEN
-3.7%
+76.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.2% |
| 7D | +6.0% | -4.9% | +10.9% | +6.1% |
| 30D | +14.8% | +5.7% | +9.2% | +14.7% |
| 3M | +14.1% | +32.4% | -18.4% | +13.2% |
| 6M | +28.5% | +33.2% | -4.7% | +27.5% |
| YTD | +74.9% | +2.3% | +72.7% | +77.3% |
| 1Y | +61.7% | +39.0% | +22.7% | +58.9% |
| All | +73.0% | -3.7% | +76.7% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling