+220.7%
CF vs RGEN
-42.4%
+263.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.2% |
| 7D | +6.0% | -4.9% | +10.9% | +6.3% |
| 30D | +14.8% | +5.7% | +9.2% | +14.4% |
| 3M | +14.1% | +32.4% | -18.4% | +11.9% |
| 6M | +28.5% | +33.2% | -4.7% | +25.6% |
| YTD | +74.9% | +2.3% | +72.7% | +75.1% |
| 1Y | +61.7% | +39.0% | +22.7% | +56.6% |
| 3Y | +80.3% | -4.6% | +85.0% | +77.7% |
| All | +220.7% | -42.4% | +263.2% | +216.8% |
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