+7,604.2%
CP vs RGEN
+1,634.9%
+5,969.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.8% |
| 7D | +2.8% | -1.9% | +4.7% | +2.8% |
| 30D | +10.2% | +3.7% | +6.5% | +10.0% |
| 3M | +2.4% | +8.8% | -6.5% | +1.9% |
| 6M | +7.7% | +38.0% | -30.3% | +6.0% |
| YTD | +26.0% | +5.9% | +20.1% | +25.2% |
| 1Y | +34.6% | +19.7% | +15.0% | +33.1% |
| 3Y | +26.7% | +20.5% | +6.2% | +24.4% |
| 5Y | +24.9% | -35.0% | +59.9% | +24.3% |
| 10Y | +258.6% | +540.9% | -282.3% | +229.0% |
| All | +7,604.2% | +1,634.9% | +5,969.3% | +6,236.4% |
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