+10,197.9%
CRS vs RGEN
+1,576.0%
+8,621.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | -0.2% | -4.9% | +4.7% | +0.1% |
| 30D | -16.6% | +5.7% | -22.3% | -17.0% |
| 3M | -3.5% | +32.4% | -35.9% | -5.4% |
| 6M | +15.4% | +33.2% | -17.7% | +13.0% |
| YTD | +51.2% | +2.3% | +48.9% | +50.4% |
| 1Y | +98.3% | +39.0% | +59.3% | +93.3% |
| 3Y | +651.5% | -4.6% | +656.2% | +643.5% |
| 5Y | +1,411.1% | -42.7% | +1,453.8% | +1,421.5% |
| 10Y | +1,424.3% | +433.6% | +990.8% | +1,247.4% |
| All | +10,197.9% | +1,576.0% | +8,621.9% | +7,221.1% |
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