+5,676.4%
CRM vs RGEN
+6,805.9%
-1,129.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -5.0% | -4.6% | -0.4% | -4.1% |
| 30D | +23.6% | +1.2% | +22.5% | +23.3% |
| 3M | +39.6% | +26.8% | +12.8% | +32.5% |
| 6M | +23.4% | +29.1% | -5.6% | +16.1% |
| YTD | -7.4% | +0.7% | -8.1% | -8.7% |
| 1Y | -2.3% | +39.1% | -41.4% | -10.1% |
| 3Y | +10.5% | +2.2% | +8.3% | +3.9% |
| 5Y | -4.7% | -44.0% | +39.2% | -2.7% |
| 10Y | +234.7% | +412.7% | -178.0% | +129.1% |
| All | +5,676.4% | +6,805.9% | -1,129.5% | +2,324.5% |
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