-17.9%
CLS vs RGEN
+8.1%
-26.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.7% |
| 7D | +16.3% | -3.3% | +19.6% | +17.7% |
| 30D | -25.7% | -5.8% | -19.8% | -23.7% |
| 3M | -30.9% | +0.2% | -31.0% | -31.7% |
| 6M | -35.5% | +56.8% | -92.3% | -51.0% |
| YTD | -18.7% | +2.4% | -21.1% | -13.4% |
| 1Y | -17.9% | +11.4% | -29.3% | -20.8% |
| All | -17.9% | +8.1% | -26.0% | -20.8% |
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