-44.0%
RGEN vs CLBK
+41.8%
-85.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | +1.2% | +6.7% | -5.5% | -1.1% |
| 3M | +26.8% | +21.2% | +5.7% | +18.6% |
| 6M | +29.1% | +42.0% | -12.9% | +14.4% |
| YTD | +0.7% | +63.3% | -62.5% | -15.1% |
| 1Y | +39.1% | +65.4% | -26.3% | +16.3% |
| 3Y | +2.2% | +52.5% | -50.2% | -13.3% |
| 5Y | -44.0% | +42.0% | -86.0% | -49.6% |
| All | -44.0% | +41.8% | -85.8% | -49.6% |
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 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