+38.8%
CFG vs RGEN
+45.2%
-6.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.5% | -4.9% | +6.5% | +2.4% |
| 30D | -3.8% | +5.7% | -9.5% | -5.0% |
| 3M | +11.5% | +32.4% | -21.0% | +5.1% |
| 6M | +19.2% | +33.2% | -14.0% | +11.4% |
| YTD | +23.7% | +2.3% | +21.4% | +21.1% |
| 1Y | +38.8% | +39.0% | -0.1% | +37.6% |
| All | +38.8% | +45.2% | -6.3% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling