+21.3%
RGEN vs CRL
+85.3%
-64.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.2% | +4.4% |
| 7D | -3.5% | -12.8% | +9.2% | +4.6% |
| 30D | -6.0% | +5.0% | -11.0% | -9.3% |
| 3M | +19.0% | +39.4% | -20.4% | -3.8% |
| 6M | +50.7% | +89.4% | -38.6% | +1.1% |
| YTD | +8.8% | +63.6% | -54.8% | -21.6% |
| 1Y | +21.3% | +83.5% | -62.2% | -17.7% |
| All | +21.3% | +85.3% | -64.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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