+113.8%
CF vs RGEN
-37.9%
+151.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.5% |
| 7D | +5.4% | -1.2% | +6.5% | +5.4% |
| 30D | +6.5% | -5.1% | +11.6% | +6.7% |
| 3M | +4.6% | +0.5% | +4.1% | +4.3% |
| 6M | -3.3% | +46.6% | -49.9% | -6.0% |
| YTD | +63.9% | +1.6% | +62.3% | +63.7% |
| 1Y | +50.4% | +5.4% | +45.1% | +49.6% |
| 3Y | +68.2% | +12.8% | +55.4% | +62.4% |
| 5Y | +113.8% | -35.6% | +149.4% | +108.8% |
| All | +113.8% | -37.9% | +151.7% | +108.8% |
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