+19,506.8%
CMI vs RGEN
+1,585.3%
+17,921.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | +1.9% | -0.9% | +2.8% | +1.9% |
| 30D | -12.5% | +2.8% | -15.3% | -12.7% |
| 3M | -16.2% | +34.5% | -50.7% | -17.8% |
| 6M | +4.9% | +40.5% | -35.6% | +2.4% |
| YTD | +11.1% | +2.8% | +8.3% | +10.6% |
| 1Y | +43.4% | +39.6% | +3.7% | +40.0% |
| 3Y | +154.1% | +4.4% | +149.7% | +149.8% |
| 5Y | +169.5% | -42.8% | +212.2% | +170.2% |
| 10Y | +503.8% | +406.7% | +97.1% | +434.7% |
| All | +19,506.8% | +1,585.3% | +17,921.5% | +13,379.7% |
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