+8.1%
CL vs RGEN
+37.0%
-28.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.2% | -4.9% | +2.7% | -2.3% |
| 30D | -4.8% | +5.7% | -10.5% | -4.7% |
| 3M | +4.9% | +32.4% | -27.5% | +5.9% |
| 6M | -5.7% | +33.2% | -38.9% | -5.1% |
| YTD | +14.4% | +2.3% | +12.1% | +11.7% |
| All | +8.1% | +37.0% | -28.9% | +8.7% |
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