-18.0%
CMG vs RGEN
+15.2%
-33.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +2.5% | -3.3% | +5.8% | +3.0% |
| 30D | +15.6% | -5.8% | +21.4% | +16.6% |
| 3M | +8.2% | +0.2% | +8.0% | +7.4% |
| 6M | +9.9% | +56.8% | -46.9% | +0.1% |
| YTD | -4.6% | +2.4% | -7.0% | -7.0% |
| 1Y | +12.4% | +11.4% | +1.0% | +8.2% |
| 3Y | -18.0% | +15.2% | -33.1% | -24.2% |
| All | -18.0% | +15.2% | -33.2% | -24.2% |
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 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