+4,577.2%
CNC vs RGEN
+6,248.5%
-1,671.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | +3.5% | -4.9% | +8.5% | +4.1% |
| 30D | +0.1% | +5.7% | -5.6% | -0.6% |
| 3M | +6.9% | +32.4% | -25.5% | +3.4% |
| 6M | +49.0% | +33.2% | +15.8% | +43.5% |
| YTD | +62.9% | +2.3% | +60.6% | +61.3% |
| 1Y | +134.0% | +39.0% | +95.0% | +123.5% |
| 3Y | +9.4% | -4.6% | +14.0% | +6.0% |
| 5Y | +4.1% | -42.7% | +46.8% | +3.6% |
| 10Y | +95.4% | +433.6% | -338.2% | +50.5% |
| All | +4,577.2% | +6,248.5% | -1,671.3% | +3,175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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