+4,155.8%
RGEN vs CPAY
+1,528.2%
+2,627.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | -0.9% | +0.6% | -1.4% | -1.1% |
| 30D | +2.8% | +3.6% | -0.8% | +1.3% |
| 3M | +34.5% | +16.6% | +17.8% | +25.9% |
| 6M | +40.5% | +29.5% | +11.0% | +25.4% |
| YTD | +2.8% | +35.3% | -32.4% | -10.7% |
| 1Y | +39.6% | +30.6% | +9.0% | +22.3% |
| 3Y | +4.4% | +49.7% | -45.3% | -13.7% |
| 5Y | -42.8% | +54.4% | -97.2% | -54.1% |
| 10Y | +406.7% | +142.8% | +263.9% | +222.2% |
| All | +4,155.8% | +1,528.2% | +2,627.6% | +1,531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling