+37.3%
CMS vs RGEN
-3.7%
+41.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +0.4% | -4.9% | +5.3% | +0.5% |
| 30D | -3.6% | +5.7% | -9.3% | -3.7% |
| 3M | -1.9% | +32.4% | -34.4% | -2.6% |
| 6M | -11.0% | +33.2% | -44.2% | -11.7% |
| YTD | +0.2% | +2.3% | -2.1% | 0.0% |
| 1Y | -1.3% | +39.0% | -40.3% | -2.3% |
| All | +37.3% | -3.7% | +41.0% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling