-35.4%
RGEN vs CLBK
+27.8%
-63.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | +0.1% | +5.0% | -4.9% | -1.6% |
| 3M | +4.8% | +3.3% | +1.5% | +3.4% |
| 6M | +48.9% | +29.6% | +19.3% | +35.7% |
| YTD | +5.3% | +62.1% | -56.8% | -11.3% |
| 1Y | +12.5% | +64.3% | -51.8% | -5.8% |
| 3Y | +17.0% | +55.6% | -38.6% | -1.5% |
| 5Y | -35.4% | +29.3% | -64.6% | -40.9% |
| All | -35.4% | +27.8% | -63.1% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling