+9.1%
COR vs RGEN
+39.1%
-30.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -2.9% | -1.9% | -4.7% |
| 30D | -3.7% | -0.1% | -3.6% | -3.8% |
| 3M | +14.3% | +25.9% | -11.6% | +12.4% |
| 6M | -8.5% | +35.2% | -43.7% | -10.6% |
| YTD | -4.4% | +0.5% | -4.9% | -6.0% |
| 1Y | +9.1% | +37.0% | -27.8% | +7.6% |
| All | +9.1% | +39.1% | -30.0% | +7.6% |
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 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