+280.6%
CME vs RGEN
+402.3%
-121.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.6% | -4.6% | +3.9% | -0.4% |
| 30D | +4.7% | +1.2% | +3.5% | +4.6% |
| 3M | +7.8% | +26.8% | -19.0% | +6.1% |
| 6M | -11.0% | +29.1% | -40.0% | -12.6% |
| YTD | +4.0% | +0.7% | +3.3% | +3.6% |
| 1Y | +9.1% | +39.1% | -29.9% | +6.1% |
| 3Y | +52.3% | +2.2% | +50.0% | +48.0% |
| 5Y | +76.1% | -44.0% | +120.1% | +77.0% |
| 10Y | +280.6% | +412.7% | -132.1% | +159.4% |
| All | +280.6% | +402.3% | -121.7% | +159.4% |
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 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