+13.9%
COR vs RGEN
+45.2%
-31.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +2.8% | -4.9% | +7.7% | +3.0% |
| 30D | +4.5% | +5.7% | -1.2% | +4.1% |
| 3M | +22.7% | +32.4% | -9.8% | +20.4% |
| 6M | -9.7% | +33.2% | -42.9% | -11.6% |
| YTD | -1.4% | +2.3% | -3.7% | -3.2% |
| 1Y | +13.9% | +39.0% | -25.1% | +12.5% |
| All | +13.9% | +45.2% | -31.3% | +12.5% |
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 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