+34.8%
CNH vs RGEN
+1,440.8%
-1,405.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.3% |
| 7D | -1.7% | -1.9% | +0.2% | -1.4% |
| 30D | -7.2% | +3.7% | -11.0% | -8.0% |
| 3M | +6.5% | +8.8% | -2.3% | +4.6% |
| 6M | +7.9% | +38.0% | -30.1% | +1.3% |
| YTD | +26.6% | +5.9% | +20.7% | +23.5% |
| 1Y | +13.8% | +19.7% | -5.9% | +8.8% |
| 3Y | +9.2% | +20.5% | -11.3% | +1.6% |
| 5Y | -15.6% | -35.0% | +19.4% | -17.5% |
| 10Y | +119.2% | +540.9% | -421.7% | +60.2% |
| All | +34.8% | +1,440.8% | -1,405.9% | -2.6% |
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 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