+459.7%
CMS vs RGEN
+1,576.0%
-1,116.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 6M | -11.0% | +33.2% | -44.2% | -11.5% |
| YTD | +0.2% | +2.3% | -2.1% | 0.0% |
| 1Y | -1.3% | +39.0% | -40.3% | -2.1% |
| 3Y | +35.9% | -4.6% | +40.6% | +35.2% |
| 5Y | +23.1% | -42.7% | +65.8% | +22.9% |
| 10Y | +117.9% | +433.6% | -315.7% | +109.3% |
| All | +459.7% | +1,576.0% | -1,116.3% | +426.5% |
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