-4.2%
CTVA vs RGEN
+8.1%
-12.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | -20.8% | -3.3% | -17.5% | -20.8% |
| 30D | -29.6% | -5.8% | -23.8% | -29.8% |
| 3M | -16.9% | +0.2% | -17.1% | -17.8% |
| 6M | -24.3% | +56.8% | -81.0% | -27.3% |
| YTD | -5.6% | +2.4% | -8.0% | -3.2% |
| 1Y | -4.2% | +11.4% | -15.6% | -3.8% |
| All | -4.2% | +8.1% | -12.3% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling