+7,807.4%
CP vs RGEN
+1,565.2%
+6,242.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +10.3% | -5.1% | +15.4% | +10.5% |
| 3M | +2.3% | +0.5% | +1.8% | +2.1% |
| 6M | +10.7% | +46.6% | -35.9% | +8.7% |
| YTD | +29.3% | +1.6% | +27.7% | +28.7% |
| 1Y | +31.5% | +5.4% | +26.1% | +30.6% |
| 3Y | +36.7% | +12.8% | +23.9% | +34.6% |
| 5Y | +26.8% | -35.6% | +62.4% | +26.2% |
| 10Y | +260.1% | +415.7% | -155.6% | +232.6% |
| All | +7,807.4% | +1,565.2% | +6,242.2% | +6,413.9% |
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