+350.2%
CG vs RGEN
+3,543.5%
-3,193.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -4.3% | -4.9% | +0.6% | -3.2% |
| 30D | -5.1% | +5.7% | -10.8% | -6.4% |
| 3M | +8.7% | +32.4% | -23.8% | +1.2% |
| 6M | -9.2% | +33.2% | -42.4% | -15.9% |
| YTD | -18.9% | +2.3% | -21.1% | -20.2% |
| 1Y | -25.6% | +39.0% | -64.6% | -32.2% |
| 3Y | +57.3% | -4.6% | +61.9% | +51.0% |
| 5Y | +10.2% | -42.7% | +52.8% | +11.8% |
| 10Y | +364.2% | +433.6% | -69.4% | +228.3% |
| All | +350.2% | +3,543.5% | -3,193.3% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling