+106.3%
CNH vs RGEN
+411.3%
-305.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.6% | -3.5% |
| 7D | +6.4% | -1.2% | +7.6% | +6.7% |
| 30D | -1.6% | -5.1% | +3.4% | -0.7% |
| 3M | +11.6% | +0.5% | +11.1% | +10.8% |
| 6M | +12.5% | +46.6% | -34.1% | +2.9% |
| YTD | +31.1% | +1.6% | +29.5% | +28.3% |
| 1Y | +17.0% | +5.4% | +11.6% | +13.6% |
| 3Y | +28.7% | +12.8% | +15.9% | +19.2% |
| 5Y | -17.4% | -35.6% | +18.2% | -19.3% |
| All | +106.3% | +411.3% | -305.0% | +28.6% |
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