+71.4%
CNP vs RNG
-70.0%
+141.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.5% | +1.3% |
| 7D | +1.6% | -0.8% | +2.5% | +1.7% |
| 30D | -0.8% | +11.4% | -12.2% | -1.2% |
| 3M | -3.6% | +72.1% | -75.7% | -5.5% |
| 6M | -6.9% | +67.9% | -74.9% | -8.9% |
| YTD | +6.4% | +144.3% | -137.9% | +2.4% |
| 1Y | +9.9% | +117.5% | -107.6% | +6.2% |
| 3Y | +53.1% | +123.9% | -70.8% | +45.7% |
| All | +71.4% | -70.0% | +141.3% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling