-34.5%
RGEN vs CRL
-6.0%
-28.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.5% | +0.2% |
| 7D | +3.5% | +4.4% | -0.9% | +0.4% |
| 30D | +2.9% | +17.1% | -14.2% | -7.5% |
| 3M | +9.2% | +32.1% | -22.9% | -8.9% |
| 6M | +44.9% | +98.9% | -54.0% | -6.8% |
| YTD | +9.2% | +77.1% | -67.9% | -25.6% |
| 1Y | +25.3% | +110.3% | -85.0% | -23.4% |
| 3Y | +21.7% | +108.5% | -86.8% | -31.9% |
| 5Y | -34.5% | -7.9% | -26.7% | -30.9% |
| All | -34.5% | -6.0% | -28.5% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling