+260.5%
CP vs RGEN
+415.2%
-154.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +2.1% | -3.3% | +5.4% | +2.6% |
| 30D | +9.3% | -5.8% | +15.2% | +10.1% |
| 3M | +0.5% | +0.2% | +0.3% | -0.1% |
| 6M | +10.4% | +56.8% | -46.4% | +2.0% |
| YTD | +28.7% | +2.4% | +26.3% | +26.3% |
| 1Y | +33.2% | +11.4% | +21.7% | +28.9% |
| 3Y | +38.4% | +15.2% | +23.3% | +29.1% |
| 5Y | +26.2% | -35.1% | +61.3% | +23.5% |
| All | +260.5% | +415.2% | -154.7% | +141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling