-14.9%
CNH vs RGEN
-35.1%
+20.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.2% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | -7.2% | +3.7% | -11.0% | -8.2% |
| 3M | +6.5% | +8.8% | -2.3% | +4.0% |
| 6M | +7.9% | +38.0% | -30.1% | -0.5% |
| YTD | +26.6% | +5.9% | +20.7% | +22.8% |
| 1Y | +13.8% | +19.7% | -5.9% | +7.4% |
| 3Y | +9.2% | +20.5% | -11.3% | -0.7% |
| All | -14.9% | -35.1% | +20.3% | -24.4% |
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