-18.9%
CG vs RGEN
+20.5%
-39.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.7% |
| 6M | -16.4% | +40.9% | -57.4% | -26.6% |
| YTD | -28.0% | +6.2% | -34.1% | -26.9% |
| 1Y | -18.9% | +19.4% | -38.3% | -22.4% |
| All | -18.9% | +20.5% | -39.4% | -22.4% |
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