-28.7%
CG vs RGEN
+37.5%
-66.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -6.4% | -4.6% | -1.9% | -5.3% |
| 30D | -7.1% | +1.2% | -8.2% | -7.4% |
| 3M | -1.6% | +26.8% | -28.4% | -7.7% |
| 6M | -8.3% | +29.1% | -37.4% | -15.1% |
| YTD | -23.8% | +0.7% | -24.5% | -25.7% |
| 1Y | -28.7% | +39.1% | -67.8% | -29.9% |
| All | -28.7% | +37.5% | -66.2% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling