-43.0%
RGEN vs CPAY
+55.3%
-98.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.4% | -2.0% | +0.5% | -0.5% |
| 30D | -0.3% | -0.4% | 0.0% | -0.3% |
| 3M | +23.9% | +16.4% | +7.5% | +14.0% |
| 6M | +38.5% | +23.5% | +15.0% | +22.6% |
| YTD | +0.8% | +35.7% | -34.8% | -16.7% |
| 1Y | +38.2% | +30.2% | +8.0% | +16.3% |
| 3Y | +1.3% | +49.7% | -48.4% | -23.4% |
| All | -43.0% | +55.3% | -98.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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