+331.2%
CG vs RGEN
+402.3%
-71.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.4% |
| 7D | -6.4% | -4.6% | -1.9% | -5.2% |
| 30D | -7.1% | +1.2% | -8.2% | -7.4% |
| 3M | -1.6% | +26.8% | -28.4% | -8.9% |
| 6M | -8.3% | +29.1% | -37.4% | -16.0% |
| YTD | -23.8% | +0.7% | -24.5% | -25.1% |
| 1Y | -28.7% | +39.1% | -67.8% | -36.7% |
| 3Y | +49.2% | +2.2% | +46.9% | +38.7% |
| 5Y | +5.5% | -44.0% | +49.5% | +7.5% |
| 10Y | +331.2% | +412.7% | -81.5% | +177.9% |
| All | +331.2% | +402.3% | -71.0% | +177.9% |
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