+142.0%
CNP vs RGEN
+415.2%
-273.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.3% | -3.3% | +4.6% | +1.5% |
| 30D | +3.8% | -5.8% | +9.6% | +4.2% |
| 3M | +2.4% | +0.2% | +2.2% | +2.0% |
| 6M | -1.2% | +56.8% | -57.9% | -5.2% |
| YTD | +9.3% | +2.4% | +6.9% | +8.2% |
| 1Y | +6.4% | +11.4% | -5.0% | +4.6% |
| 3Y | +66.4% | +15.2% | +51.2% | +59.1% |
| 5Y | +75.7% | -35.1% | +110.8% | +73.7% |
| All | +142.0% | +415.2% | -273.2% | +89.1% |
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