+8.7%
CNH vs RGEN
-42.7%
+51.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.7% |
| 7D | +8.8% | -0.9% | +9.7% | +9.0% |
| 30D | +24.7% | +2.8% | +21.8% | +23.8% |
| 3M | +27.3% | +34.5% | -7.1% | +19.1% |
| 6M | +23.2% | +40.5% | -17.3% | +13.4% |
| YTD | +48.9% | +2.8% | +46.1% | +46.0% |
| 1Y | +19.4% | +39.6% | -20.2% | +9.3% |
| 3Y | +7.8% | +4.4% | +3.3% | +1.0% |
| 5Y | +8.7% | -42.8% | +51.5% | +2.5% |
| All | +8.7% | -42.7% | +51.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling