-15.9%
CG vs RGEN
-35.9%
+20.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.5% |
| 7D | +2.0% | -2.4% | +4.4% | +2.8% |
| 30D | +8.5% | +0.1% | +8.5% | +8.4% |
| 3M | -12.1% | +6.6% | -18.8% | -14.8% |
| 6M | -16.4% | +40.9% | -57.4% | -27.3% |
| YTD | -28.0% | +6.2% | -34.1% | -31.2% |
| 1Y | -18.9% | +19.4% | -38.3% | -25.7% |
| 3Y | +51.2% | +17.9% | +33.3% | +31.8% |
| 5Y | -15.9% | -34.0% | +18.2% | -25.4% |
| All | -15.9% | -35.9% | +20.0% | -25.4% |
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 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