+68.0%
CNH vs RGEN
+1,388.5%
-1,320.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | +23.3% | -4.9% | +28.2% | +24.2% |
| 30D | +33.5% | +5.7% | +27.8% | +32.1% |
| 3M | +32.7% | +32.4% | +0.3% | +26.2% |
| 6M | +22.2% | +33.2% | -11.0% | +15.5% |
| YTD | +57.7% | +2.3% | +55.4% | +55.3% |
| 1Y | +28.0% | +39.0% | -11.0% | +19.5% |
| 3Y | +11.5% | -4.6% | +16.2% | +7.4% |
| 5Y | +11.9% | -42.7% | +54.5% | +11.6% |
| 10Y | +162.8% | +433.6% | -270.8% | +95.8% |
| All | +68.0% | +1,388.5% | -1,320.5% | +22.4% |
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 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