+2,288.2%
CLS vs RGEN
+11,034.7%
-8,746.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | -13.9% | -2.4% | -11.5% | -13.6% |
| 30D | -38.2% | +0.1% | -38.2% | -38.1% |
| 3M | -28.8% | +6.6% | -35.5% | -29.4% |
| 6M | -40.4% | +40.9% | -81.3% | -43.0% |
| YTD | -24.3% | +6.2% | -30.4% | -25.2% |
| 1Y | -35.0% | +19.4% | -54.5% | -36.5% |
| 3Y | +778.7% | +17.9% | +760.8% | +748.7% |
| 5Y | +1,884.8% | -34.0% | +1,918.9% | +1,889.3% |
| 10Y | +1,761.1% | +453.9% | +1,307.2% | +1,412.1% |
| All | +2,288.2% | +11,034.7% | -8,746.6% | +1,200.4% |
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