+55.0%
CME vs RGEN
+0.8%
+54.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -1.9% |
| 30D | +6.2% | +5.7% | +0.6% | +6.6% |
| 3M | +10.4% | +32.4% | -22.0% | +12.5% |
| 6M | -9.5% | +33.2% | -42.7% | -7.5% |
| YTD | +6.0% | +2.3% | +3.7% | +6.8% |
| 1Y | +9.3% | +39.0% | -29.7% | +12.3% |
| All | +55.0% | +0.8% | +54.2% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling