+109.5%
CF vs RGEN
-34.8%
+144.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.3% |
| 7D | -0.9% | +3.5% | -4.3% | -1.1% |
| 30D | +6.9% | +2.9% | +4.0% | +6.7% |
| 3M | +4.8% | +9.2% | -4.3% | +4.1% |
| 6M | +4.7% | +44.9% | -40.3% | +1.8% |
| YTD | +56.5% | +9.2% | +47.3% | +55.8% |
| 1Y | +48.4% | +25.3% | +23.1% | +45.6% |
| 3Y | +59.1% | +21.7% | +37.4% | +53.1% |
| 5Y | +109.5% | -34.5% | +144.0% | +104.8% |
| All | +109.5% | -34.8% | +144.4% | +104.8% |
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