+11.4%
RGEN vs CLBK
+63.8%
-52.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.7% |
| 3M | +0.2% | -4.3% | +4.5% | +1.7% |
| 6M | +56.8% | +28.4% | +28.4% | +42.9% |
| YTD | +2.4% | +59.4% | -57.0% | -13.5% |
| 1Y | +11.4% | +64.8% | -53.4% | -9.7% |
| All | +11.4% | +63.8% | -52.4% | -9.7% |
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