+334.5%
RGEN vs CLBK
+65.6%
+268.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | -0.1% | +4.5% | -4.6% | -1.5% |
| 3M | +25.9% | +22.8% | +3.2% | +17.8% |
| 6M | +35.2% | +43.4% | -8.2% | +20.4% |
| YTD | +0.5% | +64.1% | -63.6% | -14.6% |
| 1Y | +37.0% | +67.6% | -30.6% | +15.3% |
| 3Y | +2.0% | +53.3% | -51.2% | -12.7% |
| 5Y | -44.2% | +44.8% | -89.0% | -52.6% |
| All | +334.5% | +65.6% | +268.9% | +251.6% |
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