+3,542.1%
CLS vs RGEN
-42.7%
+3,584.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.5% |
| 7D | +12.8% | -0.9% | +13.7% | +13.0% |
| 30D | +3.8% | +2.8% | +1.0% | +2.8% |
| 3M | -14.6% | +34.5% | -49.1% | -22.7% |
| 6M | +32.2% | +40.5% | -8.2% | +17.4% |
| YTD | +11.6% | +2.8% | +8.8% | +8.9% |
| 1Y | +35.1% | +39.6% | -4.6% | +20.6% |
| 3Y | +1,312.5% | +4.4% | +1,308.1% | +1,204.5% |
| 5Y | +3,542.1% | -42.8% | +3,584.8% | +3,180.0% |
| All | +3,542.1% | -42.7% | +3,584.8% | +3,180.0% |
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