-27.0%
CG vs RGEN
+9.1%
-36.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.7% | -3.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.1% |
| 30D | +5.7% | -5.1% | +10.8% | +7.2% |
| 3M | -17.9% | +0.5% | -18.4% | -18.9% |
| 6M | -20.2% | +46.6% | -66.8% | -31.7% |
| YTD | -32.0% | +1.6% | -33.6% | -29.8% |
| 1Y | -27.0% | +5.4% | -32.4% | -26.1% |
| All | -27.0% | +9.1% | -36.1% | -26.1% |
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 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