+453.9%
RGEN vs CRL
+353.6%
+100.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -1.5% |
| 7D | -2.4% | -1.7% | -0.7% | -1.7% |
| 30D | +0.1% | +14.6% | -14.5% | -8.6% |
| 3M | +6.6% | +24.8% | -18.2% | -7.4% |
| 6M | +40.9% | +94.7% | -53.8% | -7.0% |
| YTD | +6.2% | +73.4% | -67.2% | -25.8% |
| 1Y | +19.4% | +104.7% | -85.2% | -24.6% |
| 3Y | +17.9% | +101.1% | -83.2% | -30.4% |
| 5Y | -34.0% | -10.8% | -23.2% | -36.6% |
| 10Y | +453.9% | +358.8% | +95.1% | +87.0% |
| All | +453.9% | +353.6% | +100.3% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling