+320.2%
CVE vs RGEN
-42.4%
+362.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +2.5% | -4.9% | +7.4% | +3.0% |
| 30D | +16.7% | +5.7% | +11.1% | +15.9% |
| 3M | +9.3% | +32.4% | -23.2% | +5.3% |
| 6M | +43.6% | +33.2% | +10.4% | +37.5% |
| YTD | +93.6% | +2.3% | +91.3% | +92.0% |
| 1Y | +98.8% | +39.0% | +59.8% | +88.1% |
| 3Y | +73.6% | -4.6% | +78.2% | +68.2% |
| All | +320.2% | -42.4% | +362.6% | +284.1% |
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 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