+342.7%
RGEN vs CLBK
+60.9%
+281.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.3% | +0.9% | -4.2% | -3.5% |
| 30D | -5.8% | +3.4% | -9.2% | -6.9% |
| 3M | +0.2% | -4.3% | +4.5% | +1.4% |
| 6M | +56.8% | +28.4% | +28.4% | +44.2% |
| YTD | +2.4% | +59.4% | -57.0% | -12.3% |
| 1Y | +11.4% | +64.8% | -53.4% | -5.6% |
| 3Y | +15.2% | +50.6% | -35.4% | -0.9% |
| 5Y | -35.1% | +28.3% | -63.4% | -42.9% |
| All | +342.7% | +60.9% | +281.9% | +260.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling