+132.3%
CMS vs RGEN
+508.6%
-376.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.4% |
| 7D | -0.9% | +3.5% | -4.4% | -1.1% |
| 30D | +7.1% | +2.9% | +4.2% | +6.8% |
| 3M | -1.3% | +9.2% | -10.5% | -2.0% |
| 6M | -2.7% | +44.9% | -47.6% | -5.1% |
| YTD | +2.6% | +9.2% | -6.6% | +1.5% |
| 1Y | -2.0% | +25.3% | -27.3% | -3.9% |
| 3Y | +39.6% | +21.7% | +17.9% | +35.0% |
| 5Y | +35.3% | -34.5% | +69.8% | +34.4% |
| 10Y | +132.3% | +478.9% | -346.6% | +105.4% |
| All | +132.3% | +508.6% | -376.3% | +105.4% |
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