+160.7%
CNH vs RGEN
+402.3%
-241.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | +1.8% | -4.6% | +6.4% | +2.7% |
| 30D | +32.6% | +1.2% | +31.5% | +32.1% |
| 3M | +29.4% | +26.8% | +2.6% | +22.7% |
| 6M | +26.0% | +29.1% | -3.1% | +18.3% |
| YTD | +52.2% | +0.7% | +51.5% | +49.9% |
| 1Y | +23.9% | +39.1% | -15.2% | +13.7% |
| 3Y | +10.1% | +2.2% | +7.9% | +3.6% |
| 5Y | +13.2% | -44.0% | +57.1% | +13.8% |
| 10Y | +160.7% | +412.7% | -252.1% | +54.7% |
| All | +160.7% | +402.3% | -241.6% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling