+11.7%
CMI vs RGEN
+19.5%
-7.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.8% |
| 7D | -11.2% | -3.5% | -7.7% | -10.8% |
| 30D | -9.8% | -6.0% | -3.9% | -9.2% |
| 3M | -25.5% | +19.0% | -44.5% | -28.0% |
| 6M | -27.7% | +50.7% | -78.4% | -34.1% |
| YTD | -6.6% | +8.8% | -15.4% | -3.0% |
| 1Y | +11.7% | +21.3% | -9.6% | +13.2% |
| All | +11.7% | +19.5% | -7.9% | +13.2% |
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 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