+24.4%
CP vs RGEN
-35.1%
+59.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.1% |
| 7D | +2.8% | -1.9% | +4.7% | +3.0% |
| 30D | +10.2% | +3.7% | +6.5% | +9.5% |
| 3M | +2.4% | +8.8% | -6.5% | +0.8% |
| 6M | +7.7% | +38.0% | -30.3% | +2.4% |
| YTD | +26.0% | +5.9% | +20.1% | +23.6% |
| 1Y | +34.6% | +19.7% | +15.0% | +29.8% |
| 3Y | +26.7% | +20.5% | +6.2% | +19.0% |
| All | +24.4% | -35.1% | +59.5% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling