+2,277.8%
CLS vs RGEN
+11,352.2%
-9,074.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.7% | +7.5% |
| 7D | -10.6% | +3.5% | -14.0% | -10.8% |
| 30D | -38.4% | +2.9% | -41.4% | -38.6% |
| 3M | -29.9% | +9.2% | -39.0% | -30.6% |
| 6M | -40.6% | +44.9% | -85.6% | -43.4% |
| YTD | -24.6% | +9.2% | -33.8% | -25.7% |
| 1Y | -30.8% | +25.3% | -56.1% | -32.8% |
| 3Y | +811.7% | +21.7% | +790.0% | +777.5% |
| 5Y | +1,838.4% | -34.5% | +1,872.9% | +1,842.9% |
| 10Y | +1,751.5% | +478.9% | +1,272.6% | +1,397.5% |
| All | +2,277.8% | +11,352.2% | -9,074.3% | +1,190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling