+5,294.5%
CF vs RGEN
+4,855.3%
+439.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.5% | +11.6% | +7.0% |
| 7D | +0.4% | -10.7% | +11.1% | +2.0% |
| 30D | +2.2% | -3.6% | +5.8% | +2.4% |
| 3M | +2.1% | +6.2% | -4.1% | +0.5% |
| 6M | -6.5% | +34.1% | -40.7% | -11.9% |
| YTD | +55.6% | +2.8% | +52.7% | +51.6% |
| 1Y | +42.3% | +15.5% | +26.8% | +35.8% |
| 3Y | +55.7% | +12.1% | +43.7% | +43.6% |
| 5Y | +122.4% | -36.9% | +159.3% | +115.8% |
| 10Y | +568.5% | +522.4% | +46.2% | +284.5% |
| All | +5,294.5% | +4,855.3% | +439.2% | +1,438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling