+190.3%
CFG vs RGEN
+14.3%
+176.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | 0.0% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | +3.3% | -5.1% | +8.4% | +4.3% |
| 3M | -11.5% | +0.5% | -12.0% | -12.4% |
| 6M | +6.2% | +46.6% | -40.4% | -4.7% |
| YTD | +14.3% | +1.6% | +12.6% | +11.6% |
| 1Y | +26.7% | +5.4% | +21.4% | +22.6% |
| All | +190.3% | +14.3% | +176.0% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling