+76.3%
CL vs RGEN
+508.6%
-432.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.3% |
| 7D | +0.5% | +3.5% | -2.9% | +0.3% |
| 30D | +11.6% | +2.9% | +8.7% | +11.3% |
| 3M | +5.6% | +9.2% | -3.6% | +4.9% |
| 6M | +13.2% | +44.9% | -31.8% | +10.4% |
| YTD | +26.9% | +9.2% | +17.7% | +25.6% |
| 1Y | +27.3% | +25.3% | +2.0% | +24.9% |
| 3Y | +39.7% | +21.7% | +18.0% | +34.8% |
| 5Y | +41.3% | -34.5% | +75.8% | +41.1% |
| 10Y | +76.3% | +478.9% | -402.6% | +37.0% |
| All | +76.3% | +508.6% | -432.4% | +37.0% |
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