+322.0%
CMG vs RGEN
+415.7%
-93.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.1% | -1.4% | -0.6% | -1.8% |
| 30D | +10.9% | -0.3% | +11.2% | +10.9% |
| 3M | +15.8% | +23.9% | -8.0% | +10.3% |
| 6M | +6.9% | +38.5% | -31.6% | -0.9% |
| YTD | -2.2% | +0.8% | -3.0% | -3.4% |
| 1Y | -7.1% | +38.2% | -45.3% | -14.3% |
| 3Y | -7.1% | +1.3% | -8.4% | -13.1% |
| 5Y | -4.8% | -44.0% | +39.2% | -4.3% |
| All | +322.0% | +415.7% | -93.7% | +216.8% |
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