+142.2%
CI vs RGEN
+508.6%
-366.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | +0.4% |
| 7D | +0.1% | +3.5% | -3.3% | -0.2% |
| 30D | +4.7% | +2.9% | +1.8% | +4.3% |
| 3M | +5.2% | +9.2% | -4.0% | +4.0% |
| 6M | +3.8% | +44.9% | -41.2% | -0.6% |
| YTD | +9.2% | +9.2% | 0.0% | +7.3% |
| 1Y | +14.3% | +25.3% | -11.0% | +10.6% |
| 3Y | +8.4% | +21.7% | -13.3% | +2.3% |
| 5Y | +50.0% | -34.5% | +84.6% | +48.3% |
| 10Y | +142.2% | +478.9% | -336.7% | +50.3% |
| All | +142.2% | +508.6% | -366.4% | +50.3% |
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