-35.3%
CLS vs RGEN
+23.9%
-59.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.7% | +6.5% |
| 7D | -10.6% | +3.5% | -14.0% | -11.5% |
| 30D | -38.4% | +2.9% | -41.4% | -39.0% |
| 3M | -29.9% | +9.2% | -39.0% | -33.2% |
| 6M | -40.6% | +44.9% | -85.6% | -51.8% |
| YTD | -24.6% | +9.2% | -33.8% | -23.2% |
| All | -35.3% | +23.9% | -59.2% | -40.3% |
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 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