+105.9%
CTVA vs RGEN
-44.1%
+149.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.1% |
| 7D | -5.8% | -4.6% | -1.2% | -5.4% |
| 30D | +11.1% | +1.2% | +9.9% | +10.8% |
| 3M | +13.2% | +26.8% | -13.6% | +10.3% |
| 6M | +8.7% | +29.1% | -20.3% | +5.4% |
| YTD | +27.3% | +0.7% | +26.6% | +26.4% |
| 1Y | +18.0% | +39.1% | -21.1% | +12.9% |
| 3Y | +76.5% | +2.2% | +74.2% | +71.0% |
| All | +105.9% | -44.1% | +149.9% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling