+61.1%
CNP vs RGEN
+15.5%
+45.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +1.7% |
| 7D | -4.2% | -1.9% | -2.2% | -4.2% |
| 30D | +5.5% | +3.7% | +1.8% | +5.5% |
| 3M | +0.6% | +8.8% | -8.2% | +0.4% |
| 6M | -2.8% | +38.0% | -40.8% | -3.3% |
| YTD | +7.9% | +5.9% | +2.0% | +7.9% |
| 1Y | +6.7% | +19.7% | -13.0% | +6.4% |
| 3Y | +61.1% | +20.5% | +40.6% | +55.7% |
| All | +61.1% | +15.5% | +45.6% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling