+89.9%
CVE vs RGEN
+3,299.6%
-3,209.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +2.5% | -4.9% | +7.4% | +2.9% |
| 30D | +16.7% | +5.7% | +11.1% | +16.0% |
| 3M | +9.3% | +32.4% | -23.2% | +5.9% |
| 6M | +43.6% | +33.2% | +10.4% | +38.4% |
| YTD | +93.6% | +2.3% | +91.3% | +91.5% |
| 1Y | +98.8% | +39.0% | +59.8% | +89.9% |
| 3Y | +73.6% | -4.6% | +78.2% | +68.7% |
| 5Y | +312.5% | -42.7% | +355.2% | +309.5% |
| 10Y | +161.0% | +433.6% | -272.5% | +106.0% |
| All | +89.9% | +3,299.6% | -3,209.7% | +10.2% |
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