+47.7%
CI vs RGEN
-35.1%
+82.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.7% |
| 7D | -1.6% | -1.9% | +0.4% | -1.5% |
| 30D | +5.4% | +3.7% | +1.7% | +5.3% |
| 3M | +7.3% | +8.8% | -1.6% | +6.8% |
| 6M | +5.3% | +38.0% | -32.7% | +3.8% |
| YTD | +8.5% | +5.9% | +2.6% | +7.9% |
| 1Y | +17.1% | +19.7% | -2.6% | +15.9% |
| 3Y | +1.4% | +20.5% | -19.1% | -0.8% |
| All | +47.7% | -35.1% | +82.8% | +31.8% |
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 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