+330.5%
CFG vs RGEN
+778.5%
-448.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | +3.1% | +0.1% | +3.1% | +3.0% |
| 3M | -9.7% | +4.8% | -14.5% | -10.8% |
| 6M | +6.7% | +48.9% | -42.2% | -0.9% |
| YTD | +15.2% | +5.3% | +9.8% | +12.7% |
| 1Y | +28.8% | +12.5% | +16.3% | +24.6% |
| 3Y | +190.1% | +17.0% | +173.1% | +172.0% |
| 5Y | +63.4% | -35.4% | +98.7% | +59.6% |
| 10Y | +219.8% | +434.6% | -214.8% | +125.6% |
| All | +330.5% | +778.5% | -448.0% | +191.8% |
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 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