+3,994.3%
CMG vs RGEN
+3,811.1%
+183.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.2% |
| 7D | -6.5% | -4.6% | -1.9% | -5.7% |
| 30D | +12.1% | +1.2% | +11.0% | +11.8% |
| 3M | +20.6% | +26.8% | -6.3% | +15.4% |
| 6M | +2.1% | +29.1% | -27.0% | -2.9% |
| YTD | -2.6% | +0.7% | -3.3% | -3.6% |
| 1Y | -8.7% | +39.1% | -47.8% | -14.6% |
| 3Y | -7.4% | +2.2% | -9.6% | -12.3% |
| 5Y | -5.7% | -44.0% | +38.3% | -4.7% |
| 10Y | +322.3% | +412.7% | -90.4% | +197.3% |
| All | +3,994.3% | +3,811.1% | +183.2% | +1,594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling