+39.9%
CL vs RGEN
-35.1%
+75.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.2% |
| 7D | +1.3% | -1.9% | +3.3% | +1.3% |
| 30D | +11.4% | +3.7% | +7.6% | +11.3% |
| 3M | +4.4% | +8.8% | -4.4% | +4.3% |
| 6M | +10.8% | +38.0% | -27.2% | +10.4% |
| YTD | +25.1% | +5.9% | +19.3% | +24.9% |
| 1Y | +28.0% | +19.7% | +8.3% | +27.5% |
| 3Y | +37.6% | +20.5% | +17.1% | +36.3% |
| All | +39.9% | -35.1% | +75.0% | +34.3% |
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 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