-3.1%
CMS vs RGEN
+23.9%
-27.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.5% |
| 7D | -0.9% | +3.5% | -4.4% | -0.9% |
| 30D | +7.1% | +2.9% | +4.2% | +7.0% |
| 3M | -1.3% | +9.2% | -10.5% | -1.6% |
| 6M | -2.7% | +44.9% | -47.6% | -3.8% |
| YTD | +2.6% | +9.2% | -6.6% | +3.0% |
| All | -3.1% | +23.9% | -27.0% | -5.2% |
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