+1,812.7%
CNP vs RGEN
+1,576.0%
+236.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +1.1% | -4.9% | +6.0% | +1.2% |
| 30D | -1.8% | +5.7% | -7.5% | -2.0% |
| 3M | -4.6% | +32.4% | -37.1% | -5.4% |
| 6M | -8.8% | +33.2% | -42.0% | -9.7% |
| YTD | +5.2% | +2.3% | +3.0% | +5.0% |
| 1Y | +8.3% | +39.0% | -30.7% | +7.1% |
| 3Y | +54.9% | -4.6% | +59.5% | +53.6% |
| 5Y | +73.5% | -42.7% | +116.2% | +73.2% |
| 10Y | +139.1% | +433.6% | -294.5% | +125.2% |
| All | +1,812.7% | +1,576.0% | +236.7% | +1,454.0% |
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