+17,590.3%
COR vs RGEN
+9,813.7%
+7,776.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -1.9% |
| 7D | +0.8% | -1.9% | +2.8% | +0.9% |
| 30D | +5.1% | +3.7% | +1.4% | +5.0% |
| 3M | +2.8% | +8.8% | -6.0% | +2.5% |
| 6M | +32.5% | +38.0% | -5.4% | +30.9% |
| YTD | -0.7% | +5.9% | -6.5% | -1.1% |
| 1Y | -6.7% | +19.7% | -26.4% | -7.5% |
| 3Y | +73.7% | +20.5% | +53.2% | +70.8% |
| 5Y | +177.9% | -35.0% | +212.8% | +175.9% |
| 10Y | +533.8% | +540.9% | -7.1% | +483.4% |
| All | +17,590.3% | +9,813.7% | +7,776.6% | +14,744.0% |
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