+237.0%
CFG vs RGEN
+508.6%
-271.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.4% |
| 7D | +0.3% | +3.5% | -3.2% | -0.4% |
| 30D | +3.2% | +2.9% | +0.3% | +2.6% |
| 3M | -9.7% | +9.2% | -18.9% | -11.6% |
| 6M | +3.6% | +44.9% | -41.3% | -4.1% |
| YTD | +14.7% | +9.2% | +5.5% | +11.2% |
| 1Y | +29.6% | +25.3% | +4.3% | +22.5% |
| 3Y | +190.6% | +21.7% | +168.8% | +168.3% |
| 5Y | +67.1% | -34.5% | +101.6% | +61.6% |
| 10Y | +237.0% | +478.9% | -241.9% | +107.2% |
| All | +237.0% | +508.6% | -271.6% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling