+72.0%
CNP vs RGEN
-42.7%
+114.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -0.8% | +2.8% | -3.6% | -0.9% |
| 3M | -3.6% | +34.5% | -38.0% | -4.9% |
| 6M | -6.9% | +40.5% | -47.4% | -8.6% |
| YTD | +6.4% | +2.8% | +3.6% | +6.1% |
| 1Y | +9.9% | +39.6% | -29.7% | +7.7% |
| 3Y | +53.1% | +4.4% | +48.7% | +50.5% |
| 5Y | +72.0% | -42.8% | +114.7% | +64.1% |
| All | +72.0% | -42.7% | +114.7% | +64.1% |
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 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