+1,888.4%
CNP vs RGEN
+1,639.8%
+248.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.1% |
| 7D | -3.0% | -2.4% | -0.6% | -3.0% |
| 30D | +6.8% | +0.1% | +6.8% | +6.8% |
| 3M | +3.6% | +6.6% | -3.0% | +3.4% |
| 6M | 0.0% | +40.9% | -40.9% | -1.1% |
| YTD | +9.4% | +6.2% | +3.2% | +8.9% |
| 1Y | +6.8% | +19.4% | -12.6% | +6.0% |
| 3Y | +64.2% | +17.9% | +46.3% | +61.9% |
| 5Y | +76.0% | -34.0% | +110.0% | +75.0% |
| 10Y | +143.3% | +453.9% | -310.6% | +128.9% |
| All | +1,888.4% | +1,639.8% | +248.6% | +1,512.8% |
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