+15.8%
CME vs RGEN
+20.5%
-4.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.3% |
| 7D | +1.7% | -2.4% | +4.1% | +1.5% |
| 30D | +10.2% | +0.1% | +10.1% | +10.2% |
| 3M | +17.8% | +6.6% | +11.2% | +18.4% |
| 6M | +11.0% | +40.9% | -29.9% | +14.3% |
| YTD | +17.0% | +6.2% | +10.9% | +19.5% |
| 1Y | +15.8% | +19.4% | -3.6% | +17.9% |
| All | +15.8% | +20.5% | -4.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling