+136.4%
CNP vs RNG
+226.3%
-89.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.7% | -4.1% | +4.7% | +0.9% |
| 30D | -0.1% | +8.6% | -8.7% | -0.6% |
| 3M | -5.6% | +78.0% | -83.6% | -9.3% |
| 6M | -7.5% | +67.0% | -74.5% | -11.2% |
| YTD | +5.5% | +142.4% | -136.9% | -1.9% |
| 1Y | +8.3% | +120.4% | -112.1% | +1.3% |
| 3Y | +51.8% | +122.1% | -70.4% | +39.0% |
| 5Y | +69.9% | -69.8% | +139.7% | +79.0% |
| All | +136.4% | +226.3% | -89.9% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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