+40.5%
RGEN vs CAI
-9.9%
+50.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | -0.3% | +9.3% | -9.7% | -2.6% |
| 3M | +23.9% | +35.2% | -11.3% | +14.3% |
| 6M | +38.5% | +30.7% | +7.8% | +27.4% |
| YTD | +0.8% | -9.8% | +10.6% | -2.8% |
| 1Y | +38.2% | -28.9% | +67.1% | +37.1% |
| All | +40.5% | -9.9% | +50.4% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling