+402.8%
RGEN vs CRL
+249.3%
+153.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.9% |
| 7D | -2.9% | -6.9% | +4.0% | +1.4% |
| 30D | -0.1% | -3.2% | +3.1% | +2.0% |
| 3M | +25.9% | +46.5% | -20.6% | -0.7% |
| 6M | +35.2% | +63.1% | -27.9% | -0.6% |
| YTD | +0.5% | +36.9% | -36.4% | -18.5% |
| 1Y | +37.0% | +78.1% | -41.1% | -5.5% |
| 3Y | +2.0% | +36.7% | -34.7% | -22.9% |
| 5Y | -44.2% | -38.1% | -6.1% | -32.8% |
| All | +402.8% | +249.3% | +153.5% | +93.9% |
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