+30.0%
CL vs RGEN
-42.4%
+72.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.2% | -4.9% | +2.7% | -2.1% |
| 30D | -4.8% | +5.7% | -10.5% | -4.9% |
| 3M | +4.9% | +32.4% | -27.5% | +4.6% |
| 6M | -5.7% | +33.2% | -38.9% | -6.1% |
| YTD | +14.4% | +2.3% | +12.1% | +14.2% |
| 1Y | +8.7% | +39.0% | -30.2% | +8.1% |
| 3Y | +30.0% | -4.6% | +34.6% | +29.4% |
| All | +30.0% | -42.4% | +72.5% | +27.4% |
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