-6.3%
CI vs RGEN
+37.7%
-44.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | -1.8% | +2.8% | -4.6% | -2.1% |
| 3M | -4.2% | +34.5% | -38.7% | -5.9% |
| 6M | +2.7% | +40.5% | -37.8% | +0.1% |
| YTD | +1.9% | +2.8% | -0.9% | +3.1% |
| 1Y | -6.3% | +39.6% | -45.9% | -9.3% |
| All | -6.3% | +37.7% | -44.0% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling