+362.4%
CFG vs RGEN
+752.9%
-390.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.5% | -4.9% | +6.5% | +2.3% |
| 30D | -3.8% | +5.7% | -9.5% | -4.8% |
| 3M | +11.5% | +32.4% | -21.0% | +6.0% |
| 6M | +19.2% | +33.2% | -14.0% | +12.7% |
| YTD | +23.7% | +2.3% | +21.4% | +22.0% |
| 1Y | +38.8% | +39.0% | -0.1% | +29.9% |
| 3Y | +178.9% | -4.6% | +183.5% | +169.1% |
| 5Y | +101.8% | -42.7% | +144.5% | +100.4% |
| 10Y | +317.3% | +433.6% | -116.3% | +195.6% |
| All | +362.4% | +752.9% | -390.6% | +216.1% |
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