+305.9%
CG vs RGEN
+457.6%
-151.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.7% |
| 7D | +2.0% | -2.4% | +4.4% | +2.7% |
| 30D | +8.5% | +0.1% | +8.5% | +8.4% |
| 3M | -12.1% | +6.6% | -18.8% | -14.4% |
| 6M | -16.4% | +40.9% | -57.4% | -25.8% |
| YTD | -28.0% | +6.2% | -34.1% | -30.8% |
| 1Y | -18.9% | +19.4% | -38.3% | -24.6% |
| 3Y | +51.2% | +17.9% | +33.3% | +35.3% |
| 5Y | -15.9% | -34.0% | +18.2% | -17.8% |
| 10Y | +305.9% | +453.9% | -148.0% | +146.9% |
| All | +305.9% | +457.6% | -151.7% | +146.9% |
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 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