+15.5%
RGEN vs CLBK
+62.3%
-46.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.0% | -5.1% |
| 7D | -10.7% | +2.5% | -13.2% | -11.3% |
| 30D | -3.6% | -1.2% | -2.5% | -3.3% |
| 3M | +6.2% | +2.6% | +3.6% | +5.1% |
| 6M | +34.1% | +26.5% | +7.6% | +22.7% |
| YTD | +2.8% | +56.4% | -53.6% | -12.7% |
| 1Y | +15.5% | +58.8% | -43.3% | -3.4% |
| All | +15.5% | +62.3% | -46.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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