+12.3%
CG vs RGEN
-43.0%
+55.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -4.3% | -4.9% | +0.6% | -2.8% |
| 30D | -5.1% | +5.7% | -10.8% | -6.9% |
| 3M | +8.7% | +32.4% | -23.8% | -2.1% |
| 6M | -9.2% | +33.2% | -42.4% | -19.0% |
| YTD | -18.9% | +2.3% | -21.1% | -20.9% |
| 1Y | -25.6% | +39.0% | -64.6% | -35.3% |
| 3Y | +57.3% | -4.6% | +61.9% | +48.1% |
| All | +12.3% | -43.0% | +55.3% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling