+35.1%
CLS vs RGEN
+37.7%
-2.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.4% |
| 7D | +12.8% | -0.9% | +13.7% | +13.0% |
| 30D | +3.8% | +2.8% | +1.0% | +2.4% |
| 3M | -14.6% | +34.5% | -49.1% | -26.1% |
| 6M | +32.2% | +40.5% | -8.2% | +10.2% |
| YTD | +11.6% | +2.8% | +8.8% | +9.2% |
| 1Y | +35.1% | +39.6% | -4.6% | +23.7% |
| All | +35.1% | +37.7% | -2.7% | +23.7% |
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