+37.5%
CMS vs RGEN
+14.3%
+23.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | -0.5% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | +5.3% | -5.1% | +10.3% | +5.3% |
| 3M | -0.3% | +0.5% | -0.8% | -0.5% |
| 6M | -4.0% | +46.6% | -50.6% | -5.0% |
| YTD | +2.1% | +1.6% | +0.5% | +1.8% |
| 1Y | -4.7% | +5.4% | -10.1% | -5.1% |
| All | +37.5% | +14.3% | +23.2% | +29.9% |
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