+7,539.9%
CP vs RGEN
+1,576.0%
+5,963.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.7% | -4.9% | +2.2% | -2.5% |
| 30D | +0.2% | +5.7% | -5.5% | -0.1% |
| 3M | +2.6% | +32.4% | -29.9% | +1.3% |
| 6M | +6.0% | +33.2% | -27.2% | +4.5% |
| YTD | +24.9% | +2.3% | +22.7% | +24.5% |
| 1Y | +20.1% | +39.0% | -18.9% | +18.1% |
| 3Y | +16.4% | -4.6% | +21.0% | +15.3% |
| 5Y | +31.7% | -42.7% | +74.4% | +31.7% |
| 10Y | +223.9% | +433.6% | -209.7% | +199.0% |
| All | +7,539.9% | +1,576.0% | +5,963.9% | +6,198.4% |
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