+112.0%
CF vs RGEN
-35.1%
+147.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.5% |
| 7D | -3.2% | -1.9% | -1.2% | -3.1% |
| 30D | +4.3% | +3.7% | +0.6% | +4.0% |
| 3M | +2.8% | +8.8% | -6.0% | +2.0% |
| 6M | +0.6% | +38.0% | -37.3% | -1.8% |
| YTD | +56.6% | +5.9% | +50.8% | +56.2% |
| 1Y | +49.6% | +19.7% | +29.9% | +47.2% |
| 3Y | +61.5% | +20.5% | +41.0% | +55.2% |
| All | +112.0% | -35.1% | +147.1% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling