+257.5%
CRM vs RGEN
+420.8%
-163.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.2% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +32.2% | +0.7% | +31.5% | +31.8% |
| 3M | +56.4% | +28.6% | +27.7% | +44.5% |
| 6M | +35.2% | +47.1% | -11.9% | +19.2% |
| YTD | -1.6% | +2.5% | -4.1% | -4.0% |
| 1Y | +7.8% | +48.0% | -40.2% | -6.4% |
| 3Y | +20.6% | +1.6% | +19.0% | +9.8% |
| 5Y | +3.8% | -43.0% | +46.7% | +6.4% |
| 10Y | +257.5% | +411.7% | -154.2% | +95.9% |
| All | +257.5% | +420.8% | -163.3% | +95.9% |
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 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