+303.4%
CME vs RGEN
+415.2%
-111.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.9% | -3.3% | +7.2% | +4.1% |
| 30D | +11.3% | -5.8% | +17.2% | +11.6% |
| 3M | +19.6% | +0.2% | +19.4% | +19.3% |
| 6M | +8.1% | +56.8% | -48.7% | +5.0% |
| YTD | +20.4% | +2.4% | +18.0% | +19.7% |
| 1Y | +16.5% | +11.4% | +5.1% | +15.1% |
| 3Y | +66.4% | +15.2% | +51.3% | +60.4% |
| 5Y | +74.5% | -35.1% | +109.6% | +72.7% |
| All | +303.4% | +415.2% | -111.8% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling