+140.4%
CI vs RGEN
+406.9%
-266.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -1.8% | +2.8% | -4.6% | -2.2% |
| 3M | -4.2% | +34.5% | -38.7% | -7.4% |
| 6M | +2.7% | +40.5% | -37.8% | -1.6% |
| YTD | +1.9% | +2.8% | -0.9% | +0.9% |
| 1Y | -6.3% | +39.6% | -45.9% | -10.4% |
| 3Y | +3.9% | +4.4% | -0.5% | -0.7% |
| 5Y | +41.9% | -42.8% | +84.6% | +42.9% |
| 10Y | +140.4% | +406.7% | -266.3% | +39.6% |
| All | +140.4% | +406.9% | -266.5% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling